Convex risk measures: a selection of properties and its applications (Q740950)
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scientific article; zbMATH DE number 6342002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex risk measures: a selection of properties and its applications |
scientific article; zbMATH DE number 6342002 |
Statements
Convex risk measures: a selection of properties and its applications (English)
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9 September 2014
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American options
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convex risk measures
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Lévy processes
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minimal penalty functions
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time consistency
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0.92406875
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0.9219607
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0.91776884
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0.9147022
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0.9109986
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