Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764)

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Coherent and convex monetary risk measures for bounded càdlàg processes
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    Coherent and convex monetary risk measures for bounded càdlàg processes (English)
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    5 August 2005
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    Coherent risk measures
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    Convex monetary risk measures
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    Coherent utility functionals
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    Concave monetary utility functionals
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    Càdlàg processes
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    Representation theorem
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