Compatibility between pricing rules and risk measures: The CCVaR (Q5852466)
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scientific article; zbMATH DE number 5663433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compatibility between pricing rules and risk measures: The CCVaR |
scientific article; zbMATH DE number 5663433 |
Statements
Compatibility between pricing rules and risk measures: The CCVaR (English)
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27 January 2010
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risk measure
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pricing rule
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unbounded optimization problem
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compatibility
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compatible conditional value at risk
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