Coherent and convex fair pricing and variability measures (Q2379324)

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Coherent and convex fair pricing and variability measures
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    title
    Coherent and convex fair pricing and variability measures (English)
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    author
    Sebastian Maaß
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    publication date
    19 March 2010
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    Mathematics Subject Classification ID
    91B30
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    62P05
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    62P20
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    zbMATH DE Number
    5684945
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    zbMATH Keywords
    coherent previsions
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    convex previsions
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    coherent risk measures
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    convex risk measures
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    variability measures
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    fair price
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