Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Maturity-Independent Risk Measures - MaRDI portal

Maturity-Independent Risk Measures (Q3563694)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Maturity-Independent Risk Measures
scientific article

    Statements

    title
    Maturity-Independent Risk Measures (English)
    0 references
    author
    Thaleia Zariphopoulou
    0 references
    Gordan Žitković
    0 references
    publication date
    1 June 2010
    0 references
    zbMATH Keywords
    risk measures
    0 references
    maturity independence
    0 references
    incomplete markets
    0 references
    forward performance processes
    0 references
    exponential utility
    0 references

    Identifiers

    DOI
    10.1137/080739732
    0 references
    zbMATH DE Number
    5714649
    0 references
    OpenAlex ID
    W2232888810
    0 references
    arXiv ID
    0710.3892
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3563694&oldid=33634994"
    Powered by MediaWiki