Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764): Difference between revisions
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| Property / DOI: 10.1016/j.spa.2004.01.009 / rank | |||
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Latest revision as of 22:58, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent and convex monetary risk measures for bounded càdlàg processes |
scientific article |
Statements
Coherent and convex monetary risk measures for bounded càdlàg processes (English)
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5 August 2005
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Coherent risk measures
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Convex monetary risk measures
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Coherent utility functionals
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Concave monetary utility functionals
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Càdlàg processes
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Representation theorem
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