Acceptability indices of performance for bounded càdlàg processes (Q5086526): Difference between revisions

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+.02261
@@ Property / arXiv ID: 1911.02261 / rank @@
+Normal rank
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+Dynamic Risk Measures
@@ Property / cites work: Dynamic Risk Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Dynamic quasi concave performance measures
@@ Property / cites work: Dynamic quasi concave performance measures / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent and convex monetary risk measures for bounded càdlàg processes
+Normal rank
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+Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
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+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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+Q3528030
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+Marginal Conditional Stochastic Dominance
@@ Property / cites work: Marginal Conditional Stochastic Dominance / rank @@
+Normal rank