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Relevant coherent measures of risk - MaRDI portal

Relevant coherent measures of risk (Q855375)

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scientific article; zbMATH DE number 5077851
Language Label Description Also known as
English
Relevant coherent measures of risk
scientific article; zbMATH DE number 5077851

    Statements

    title
    Relevant coherent measures of risk (English)
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    publication date
    7 December 2006
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    zbMATH Keywords
    coherent measure of risk
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    relevance
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    no arbitrage property
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    equivalent functionals
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    hedging price
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    martingale in
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    lattice
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    value at risk
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    worst conditional expectation
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    author
    George Stoica
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    Identifiers

    zbMATH DE Number
    5077851
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    OpenAlex ID
    W1975969223
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