Pages that link to "Item:Q2866016"
From MaRDI portal
The following pages link to On approximating law-invariant comonotonic coherent risk measures (Q2866016):
Displaying 6 items.
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Quasi-Monte Carlo methods for Choquet integrals (Q2346636) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Approximation of value-at-risk problems with decision rules (Q2724700) (← links)
- On One Limit Relation for Coherent Risk Measures (Q2998885) (← links)
- (Q4552656) (← links)