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scientific article; zbMATH DE number 2046106
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scientific article; zbMATH DE number 2046106

    Statements

    author
    Freddy Delbaen
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    publication date
    23 February 2004
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    zbMATH Keywords
    value at risk
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    capital allocation
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    martingale measures
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91-02
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    60A10
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    91-01
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    60G42
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    zbMATH DE Number
    2046106
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