Composition of time-consistent dynamic monetary risk measures in discrete time

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Publication:3086259

DOI10.1142/S0219024911006292zbMATH Open1211.91147OpenAlexW2117918035MaRDI QIDQ3086259FDOQ3086259


Authors: Patrick Cheridito, Michael Kupper Edit this on Wikidata


Publication date: 30 March 2011

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024911006292




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