Relevant coherent measures of risk (Q855375): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jmateco.2006.03.006 / rank
 
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Latest revision as of 10:00, 25 June 2024

scientific article
Language Label Description Also known as
English
Relevant coherent measures of risk
scientific article

    Statements

    Relevant coherent measures of risk (English)
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    7 December 2006
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    coherent measure of risk
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    relevance
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    no arbitrage property
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    equivalent functionals
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    hedging price
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    martingale in
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    lattice
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    value at risk
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    worst conditional expectation
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