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The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures · Study

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ChapterThe Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures

Freddy Delbaen2006

Chapter2006

The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures

195 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Economic theories and models

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2006Convex risk measures and the dynamics of their penalty functions 2009Representation of the penalty term of dynamic concave utilities 2011COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME 2007Dynamic risk measures: Time consistency and risk measures from BMO martingales 2009Representation results for law invariant time consistent functions 2011Dynamic Risk Measures 2006Optimal investments for risk- and ambiguity-averse preferences: a duality approach 2007VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

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Year2006

Typechapter

Published2006-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations195

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-35513-7_17

openalex_workW2176867255

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