Risk measures in ordered normed linear spaces with non-empty cone-interior (Q2276210)
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scientific article; zbMATH DE number 5934631
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| English | Risk measures in ordered normed linear spaces with non-empty cone-interior |
scientific article; zbMATH DE number 5934631 |
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Risk measures in ordered normed linear spaces with non-empty cone-interior (English)
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1 August 2011
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base of a cone
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well-based cones
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numeraire asset
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coherent and convex risk measures
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representability of risk measures
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0.8472579121589661
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0.8292507529258728
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0.803945004940033
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0.7859141230583191
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