Coherent risk measures and good-deal bounds

Coherent risk measures and good-deal bounds

Stefan Jaschke, Uwe Küchler
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Volume:
5
Language:
english
Pages:
20
Journal:
Finance and Stochastics
DOI:
10.1007/pl00013530
Date:
April, 2001
File:
PDF, 137 KB
english, 2001
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