Pages that link to "Item:Q1939679"
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The following pages link to Bounds for nested law invariant coherent risk measures (Q1939679):
Displaying 7 items.
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- On One Limit Relation for Coherent Risk Measures (Q2998885) (← links)
- (Q4552656) (← links)
- Quantification of risk in classical models of finance (Q5068069) (← links)