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scientific article; zbMATH DE number 5050002 - MaRDI portal

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Publication:5482555

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zbMath1194.91084MaRDI QIDQ5482555

Freddy Delbaen

Publication date: 28 August 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion hedging Fatou property infimal convolution coherent utility functions

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Utility theory (91B16) Martingales with continuous parameter (60G44)

Related Items (3)

Short note on inf-convolution preserving the Fatou property ⋮ Optimal risk sharing with non-monotone monetary functionals ⋮ The strong Fatou property of risk measures

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