Convex risk measures for good deal bounds (Q2875725)
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scientific article; zbMATH DE number 6328574
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convex risk measures for good deal bounds |
scientific article; zbMATH DE number 6328574 |
Statements
11 August 2014
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convex risk measure
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good deal bound
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Orlicz space
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risk indifference price
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fundamental theorem of asset pricing
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Convex risk measures for good deal bounds (English)
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0.8859683275222778
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0.83308345079422
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0.83308345079422
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0.8116213083267212
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0.7928698658943176
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