✦ LIBER ✦

DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES

✍ Scribed by Susanne Klöppel; Martin Schweizer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

VALUATIONS AND DYNAMIC CONVEX RISK MEASU

✍ A. Jobert; L. C. G. Rogers 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 167 KB

Conditional and dynamic convex risk meas

✍ Kai Detlefsen; Giacomo Scandolo 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 208 KB

Dual Representations for Convex Risk Mea

✍ R. I. Boţ; N. Lorenz; G. Wanka 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 525 KB

Extending dynamic convex risk measures f

✍ Mitja Stadje 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 373 KB