Approaches to Conditional Risk

DOI10.1137/090773076zbMath1255.91178OpenAlexW3023199949MaRDI QIDQ4902220

Damir Filipović, Michael Kupper, Nicolas Vogelpoth

Publication date: 25 January 2013

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090773076

zbMATH Keywords

conditional risk measures\(L^0\)-modules\(L^p\)-type modulescash invariant hullsmonotone hullssubcash invariant hulls

Mathematics Subject Classification ID

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