From isotonic Banach functionals to coherent risk measures (Q4548960)
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scientific article; zbMATH DE number 1789654
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| English | From isotonic Banach functionals to coherent risk measures |
scientific article; zbMATH DE number 1789654 |
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From isotonic Banach functionals to coherent risk measures (English)
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27 August 2002
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coherent risk measure
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isotonic functional
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0.9486602544784546
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0.8017688989639282
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0.7880091071128845
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0.7788659334182739
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