Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373)
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scientific article; zbMATH DE number 6208206
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| English | Acceptability indexes via \(g\)-expectations: an application to liquidity risk |
scientific article; zbMATH DE number 6208206 |
Statements
Acceptability indexes via \(g\)-expectations: an application to liquidity risk (English)
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13 September 2013
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liquidity risk
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acceptability indexes
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\(g\)-expectations
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convex risk measures
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0.7192353010177612
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0.7162390351295471
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0.7119994163513184
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0.7070598602294922
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0.7003350853919983
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