VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

DOI10.1111/j.1467-9965.2007.00320.xzbMath1138.91501arXiv0709.0232OpenAlexW2163029384MaRDI QIDQ3502123

L. C. G. Rogers, A. Jobert

Publication date: 22 May 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.0232

Mathematics Subject Classification ID

Related Items (50)

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