Coherent and convex monetary risk measures for unbounded c

Coherent and convex monetary risk measures for unbounded c

Patrick Cheridito, Freddy Delbaen, Michael Kupper
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Volume:
10
Language:
english
Pages:
22
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-006-0017-1
Date:
September, 2006
File:
PDF, 256 KB
english, 2006
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