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scientific article; zbMATH DE number 5174019
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English
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scientific article; zbMATH DE number 5174019

    Statements

    author
    Freddy Delbaen
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    publication date
    24 July 2007
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    zbMATH Keywords
    arbitrage theory
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    capital requirement
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    coherent risk measure
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    coherent utility functions
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    capacity theory
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    dynamic risk measures
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    martingale measures
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    risk neutral measures
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    Snell envelope
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    shortfall
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    time consistency
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    91B28
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    91B30
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    zbMATH DE Number
    5174019
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