Erratum: A generalized Fourier transform approach to risk measures

DOI10.1088/1742-5468/2012/05/E05001MaRDI QIDQ3301359zbMATH OpenFDO

Authors V. Cazzola, Giacomo Livan, Guido Montagna, Oreste Nicrosini, Giacomo Bormetti

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/2012/05/E05001

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Statistical methods; risk measures (91G70)

Cited in

(1)

• Erratum: Coherent and convex risk measures for unbounded càdlàg processes

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