VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884)
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scientific article; zbMATH DE number 6305523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VECTOR-VALUED COHERENT RISK MEASURE PROCESSES |
scientific article; zbMATH DE number 6305523 |
Statements
VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (English)
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19 June 2014
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vector-valued risk measure
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coherent risk measure
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dynamic risk measure
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dual representation
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transaction costs
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partial order
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