Convex risk measures: a selection of properties and its applications (Q740950)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convex risk measures: a selection of properties and its applications |
scientific article; zbMATH DE number 6342002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convex risk measures: a selection of properties and its applications |
scientific article; zbMATH DE number 6342002 |
Statements
Convex risk measures: a selection of properties and its applications (English)
0 references
9 September 2014
0 references
American options
0 references
convex risk measures
0 references
Lévy processes
0 references
minimal penalty functions
0 references
time consistency
0 references
0.9431459
0 references
0 references
0.9243959
0 references
0.92406875
0 references
0.9219607
0 references
0.9212761
0 references
0.91776884
0 references
0.91593915
0 references
0.9147022
0 references
0.9109986
0 references
