COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493)
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scientific article; zbMATH DE number 7488284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION |
scientific article; zbMATH DE number 7488284 |
Statements
COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (English)
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11 March 2022
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NA condition
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risk-hedging prices
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dynamic risk-measures
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dual representation
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no-arbitrage
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