Vector-valued coherent risk measures
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Publication:1776019
DOI10.1007/s00780-004-0127-6zbMath1063.91048WikidataQ29014406 ScholiaQ29014406MaRDI QIDQ1776019
Moncef Meddeb, Nizar Touzi, Elyès Jouini
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00167154/file/37-jmt.pdf
46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)
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