Coherent Risk Measures by Pricing Functionals

Applied Mathematical Sciences
doi 10.12988/ams.2014.48607
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hikari, Ltd.

Related search

Extremes for Coherent Risk Measures

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2016English

Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics
EconomicsEconometricsFinance
2010English

Coherent States in Bernoulli Noise Functionals

Bulletin of the Australian Mathematical Society
Mathematics
2011English

Coherent Measures of Risk From a General Equilibrium Perspective

Journal of Banking and Finance
EconomicsEconometricsFinance
2007English

An Axiomatic Characterization of Capital Allocations of Coherent Risk Measures

Quantitative Finance
EconomicsEconometricsFinance
2009English

Positive Linear Functionals Without Representing Measures

Operators and Matrices
Number TheoryAnalysisAlgebra
2011English

Bounding Contingent Claim Prices via Hedging Strategy With Coherent Risk Measures

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2011English

Chosen Measures for Pricing Liquidity

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
2017English

Additive Functionals and Push Forward Measures Under Veretennikov's Flow

Interdisciplinary Mathematical Sciences
MathematicsApplied Mathematics
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy