latticerelevancevalue at riskcoherent measure of riskequivalent functionalshedging pricemartingale inno arbitrage propertyworst conditional expectation
Recommendations
Cites work
- scientific article; zbMATH DE number 107594 (Why is no real title available?)
- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- scientific article; zbMATH DE number 1795843 (Why is no real title available?)
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
- scientific article; zbMATH DE number 967648 (Why is no real title available?)
- Applications to mathematical finance
- Arbitrage approximation theory
- Coherent measures of risk
- Coherent risk measures and good-deal bounds
- Convex measures of risk and trading constraints
- Market completeness: A return to order
- On Two Function Spaces which are Similar to L 0
- On the worst conditional expectation.
Cited in
(13)- Generalized coherent risk measures
- Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces
- Law-invariant functionals that collapse to the mean
- On the worst conditional expectation.
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
- Coherent risk measures in general economic models and price bubbles
- Risk measures on ordered non-reflexive Banach spaces
- Risk measures in ordered normed linear spaces with non-empty cone-interior
- Relevant mappings
- Coherent risk measure on \(L^0\): NA condition, pricing and dual representation
- Limit laws for martingales in vector lattices
- Coherent measures of risk
This page was built for publication: Relevant coherent measures of risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q855375)
