Coherent and convex monetary risk measures for unbounded càdlàg processes (vol 9, pg 369, 2005)
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Date
2006-09Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
coherent risk measures; convex monetary risk measures; coherent utility functionals; concave monetary utility functionals; unbounded cadlag processes; extension of risk measuresOrganisational unit
09557 - Cheridito, Patrick / Cheridito, Patrick
Notes
Published online 11 August 2006.More
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ETH Bibliography
yes
Altmetrics