Relevant coherent measures of risk (Q855375)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relevant coherent measures of risk |
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Relevant coherent measures of risk (English)
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7 December 2006
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coherent measure of risk
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relevance
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no arbitrage property
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equivalent functionals
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hedging price
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martingale in
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lattice
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value at risk
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worst conditional expectation
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