Quasi-Hadamard differentiability of general risk functionals and its application


Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk


DOI: https://doi.org/10.1515/strm-2014-1174
URL: http://arxiv.org/pdf/1401.3167v2.pdf
Additional URL: https://arxiv.org/abs/1401.3167
Document Type: Article
Year of publication: 2015
The title of a journal, publication series: Statistics and Risk Modeling
Volume: 32
Issue number: 1
Page range: 25-47
Place of publication: Berlin
Publishing house: De Gruyter
ISSN: 2193-1402 , 2196-7040
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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Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2015) Quasi-Hadamard differentiability of general risk functionals and its application. Statistics and Risk Modeling Berlin 32 1 25-47 [Article]


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