RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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Publication:3423396
DOI10.1111/J.1467-9965.2006.00285.XzbMATH Open1130.91030OpenAlexW1945597105MaRDI QIDQ3423396FDOQ3423396
Authors: Giacomo Scandolo, Marco Frittelli 
Publication date: 22 February 2007
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00285.x
Recommendations
dual representationconvex risk measuresrisk measures for processescredit constraintgeneral capital requirement
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