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Coherent Risk Measures and a Limit Pass

✍ Scribed by Konovalov, L. A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On One Limit Relation for Coherent Risk

✍ Konovalov, L. A. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 190 KB

Coherent Measures of Risk

✍ Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 148 KB

Multidimensional Coherent and Convex Ris

✍ Kulikov, A. V. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 269 KB

Coherent risk measures and good-deal bou

✍ Stefan Jaschke; Uwe Küchler 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 137 KB

Put Option Premiums and Coherent Risk Me

✍ Robert Jarrow 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 98 KB

Coherent risk measures, coherent capital

✍ A. Buch; G. Dorfleitner 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 313 KB