Subgradients of law-invariant convex risk measures on L1

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Subgradients of law-invariant convex risk measures on L1. / Svindland, Gregor.
in: Statistics & Decisions, 01.2009.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Svindland G. Subgradients of law-invariant convex risk measures on L1. Statistics & Decisions. 2009 Jan. doi: 10.1524/stnd.2009.1040

Svindland, Gregor. / Subgradients of law-invariant convex risk measures on L1. in: Statistics & Decisions. 2009.

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