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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Dynamic Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic quasi concave performance measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent and convex monetary risk measures for bounded càdlàg processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3957683 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump-Diffusion Model for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3528030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Marginal Conditional Stochastic Dominance / rank
 
Normal rank

Latest revision as of 13:11, 29 July 2024

scientific article; zbMATH DE number 7553696
Language Label Description Also known as
English
Acceptability indices of performance for bounded càdlàg processes
scientific article; zbMATH DE number 7553696

    Statements

    Acceptability indices of performance for bounded càdlàg processes (English)
    0 references
    0 references
    0 references
    0 references
    5 July 2022
    0 references
    acceptability indices
    0 references
    càdlàg processes
    0 references
    Banach lattice
    0 references
    intra-horizon risk
    0 references
    performance measures for processes
    0 references
    RAROC
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references