Maturity-Independent Risk Measures (Q3563694)
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scientific article; zbMATH DE number 5714649
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maturity-Independent Risk Measures |
scientific article; zbMATH DE number 5714649 |
Statements
Maturity-Independent Risk Measures (English)
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1 June 2010
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risk measures
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maturity independence
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incomplete markets
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forward performance processes
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exponential utility
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0.85919803
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0.8559435
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0.85162485
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0.8502105
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0.8434733
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0.84029675
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