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
Bounds on Choquet risk measures in finite product spaces with ambiguous marginals - MaRDI portal

Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264)

From MaRDI portal
scientific article; zbMATH DE number 7790960
Language Label Description Also known as
English
Bounds on Choquet risk measures in finite product spaces with ambiguous marginals
scientific article; zbMATH DE number 7790960

    Statements

    title
    Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (English)
    0 references
    publication date
    18 January 2024
    0 references
    zbMATH Keywords
    risk management
    0 references
    optimal transport
    0 references
    nonadditive measures
    0 references
    risk measures
    0 references
    cooperative games
    0 references
    cites work
    Q4550909
    0 references
    Q3254057
    0 references
    Model-Free Hedging
    0 references
    Q5838558
    0 references
    Q4552656
    0 references
    Q5253267
    0 references
    Q4805362
    0 references

    Identifiers

    arXiv ID
    2212.01533
    0 references
    Mathematics Subject Classification ID
    91G40
    0 references
    91G70
    0 references
    90C08
    0 references
    49Q22
    0 references
    zbMATH DE Number
    7790960
    0 references
    OpenAlex ID
    W4388127715
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6139264&oldid=37621522"
    Powered by MediaWiki