Pavel G. Grigoriev
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Person:2463716
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dilatation monotone risk measures are law invariant Finance and Stochastics | 2007-12-16 | Paper |
| Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals Statistics & Risk Modeling | 2007-01-30 | Paper |
| On low dimensional case in the fundamental asset pricing theorem with transaction costs Statistics & Risk Modeling | 2005-10-18 | Paper |
Research outcomes over time
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