Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent and convex monetary risk measures for bounded càdlàg processes |
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Coherent and convex monetary risk measures for bounded càdlàg processes (English)
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5 August 2005
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Coherent risk measures
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Convex monetary risk measures
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Coherent utility functionals
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Concave monetary utility functionals
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Càdlàg processes
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Representation theorem
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