Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (Q3104431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> |
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Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (English)
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19 December 2011
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Monge-Kantorovich problem
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Monge-Kantorovich duality
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risk measures
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law invariance
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