✦ LIBER ✦

Robust representation of convex risk measures by probability measures

✍ Scribed by Volker Krätschmer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximation of probability measures by

✍ I. V. Kozin 📂 Article 📅 1981 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 338 KB

Approximation of probability measures on

✍ I. V. Kozin 📂 Article 📅 1979 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 270 KB

Dual Representations for Convex Risk Mea

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

Representation of conditional probabilit

✍ P. H. Krauss 📂 Article 📅 1968 🏛 Akadmiai Kiad 🌐 English ⚖ 704 KB

Convex measures of risk and trading cons

✍ Hans Föllmer; Alexander Schied 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 157 KB

Kusuoka representation of higher order d

✍ Darinka Dentcheva; Spiridon Penev; Andrzej Ruszczyński 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 376 KB