COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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Publication:3086259
DOI10.1142/S0219024911006292zbMath1211.91147MaRDI QIDQ3086259
Michael Kupper, Patrick Cheridito
Publication date: 30 March 2011
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G48: Generalizations of martingales
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