✦ LIBER ✦

VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

✍ Scribed by A. Jobert; L. C. G. Rogers

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

DYNAMIC INDIFFERENCE VALUATION VIA CONVE

✍ Susanne Klöppel; Martin Schweizer 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

Conditional and dynamic convex risk meas

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

Measure-Valued Valuations and Mixed Curv

✍ Markus Kiderlen; Wolfgang Weil 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 234 KB

Convex measures of risk and trading cons

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

Dynamic coherent risk measures

✍ Frank Riedel 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 273 KB

Kalmbach outer measures and valuations

✍ Gottfried T. Rüttimann; J. D. Maitland Wright 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 341 KB