Maturity-Independent Risk Measures
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Publication:3563694
DOI10.1137/080739732zbMath1230.91084arXiv0710.3892OpenAlexW2232888810MaRDI QIDQ3563694
Thaleia Zariphopoulou, Gordan Žitković
Publication date: 1 June 2010
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.3892
incomplete marketsrisk measuresexponential utilityforward performance processesmaturity independence
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