Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) (Q2997954)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) |
scientific article |
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Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) (English)
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10 May 2011
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convex risk measure
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average value at risk
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\(L^p\)-spaces
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