مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

Relevant coherent measures of risk

Author/Authors :

George Stoica، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2006

Pages :

From page :

794

To page :

806

Keywords :

Relevance , Equivalent functionals , Coherent measure of risk , Noarbitrage property , Hedging price , value at risk , Worst conditional expectation , Martingalein a lattice

Journal title :

Journal of Mathematical Economics

Serial Year :

2006

Journal title :

Journal of Mathematical Economics

Record number :

156063

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=156063