Erratum: Coherent and convex risk measures for unbounded càdlàg processes

DOI10.1007/s00780-006-0017-1zbMath1124.91039OpenAlexW1971575668MaRDI QIDQ854288

Patrick Cheridito, Michael Kupper, Freddy Delbaen

Publication date: 8 December 2006

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-006-0017-1

zbMATH Keywords

coherent risk measuresextension of risk measurescoherent utility functionalconcave monetary utility functionalconvex monetary risk measuresunbounded càdlàg processes

Mathematics Subject Classification ID

Utility theory (91B16) General theory of stochastic processes (60G07) Duality theory for topological vector spaces (46A20) Convex sets in topological linear spaces; Choquet theory (46A55) Convex sets in topological vector spaces (aspects of convex geometry) (52A07)

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