THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1 (Q4906528): Difference between revisions

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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time
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+Law invariant risk measures have the Fatou property
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+On convex risk measures on \(L^{p}\)-spaces
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+Optimization of Convex Risk Functions
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THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> (Q4906528): Difference between revisions

Latest revision as of 06:11, 6 July 2024

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