Randomized stopping times and coherent multiperiod risk measures (Q3017918)
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scientific article; zbMATH DE number 5929273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Randomized stopping times and coherent multiperiod risk measures |
scientific article; zbMATH DE number 5929273 |
Statements
Randomized stopping times and coherent multiperiod risk measures (English)
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20 July 2011
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coherent risk measures
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multiperiod risk
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randomized stopping times
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0.7741702795028687
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0.7663249373435974
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0.7619654536247253
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0.7607694268226624
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0.7519343495368958
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