Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764): Difference between revisions

@@ Property / author @@
-Freddy Delbaen
@@ Property / author: Freddy Delbaen / rank @@
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+Freddy Delbaen
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+https://doi.org/10.1016/j.spa.2004.01.009
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+W4212855644
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
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+Q4216917
@@ Property / cites work: Q4216917 / rank @@
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@@ Property / cites work @@
+Coherent and convex monetary risk measures for unbounded càdlàg processes.
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+Q4451073
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+Q4550909
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+Q3957683
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+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+Q4550910
@@ Property / cites work: Q4550910 / rank @@
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+Stochastic finance. An introduction in discrete time
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+Q5183990
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+On regularly convex sets in the space conjugate to a Banach space
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+Partially ordered linear topological spaces
@@ Property / cites work: Partially ordered linear topological spaces / rank @@
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+Q5667036
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+Publication:2485764