Set-valued risk measures for conical market models (Q1938960)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Set-valued risk measures for conical market models |
scientific article |
Statements
Set-valued risk measures for conical market models (English)
0 references
26 February 2013
0 references
set-valued risk measures
0 references
coherent risk measures
0 references
conical market model
0 references
Legendre-Fenchel transform
0 references
convex duality
0 references
transaction costs
0 references
super-hedging
0 references
