Coherent and convex risk measures


Föllmer, Hans ; Schied, Alexander


Document Type: Book chapter
Year of publication: 2010
Book title: Encyclopedia of Quantitative Finance
Volume: 1
Page range: 355-363
Author/Publisher of the book
(only the first ones mentioned)
:
Cont, Rama
Place of publication: Chichester [u.a.]
Publishing house: Wiley
ISBN: 978-0-470-05756-8
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Föllmer, Hans ; Schied, Alexander (2010) Coherent and convex risk measures. Cont, Rama Encyclopedia of Quantitative Finance Chichester [u.a.] 1 355-363 [Book chapter]


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