DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167): Difference between revisions

@@ Property / author @@
-Martin Schweizer
@@ Property / author: Martin Schweizer / rank @@
-Normal rank
@@ Property / author @@
+Martin Schweizer
@@ Property / author: Martin Schweizer / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2007.00317.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2028548809
@@ Property / OpenAlex ID: W2028548809 / rank @@
+Normal rank
@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+Rational hedging and valuation of integrated risks under constant absolute risk aversion.
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
+Normal rank
@@ Property / cites work @@
+Coherent risk measures
@@ Property / cites work: Coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
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@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to a theory of value coherent with the no-arbitrage principle
+Normal rank
@@ Property / cites work @@
+Q3613975
@@ Property / cites work: Q3613975 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent risk measures and good-deal bounds
@@ Property / cites work: Coherent risk measures and good-deal bounds / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
+Normal rank
@@ Property / cites work @@
+Fundamental Theorems of Asset Pricing for Good Deal Bounds
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
+Normal rank