The canonical model space for law-invariant convex risk measures is l <sup>1</sup>

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

  • D. Filipović
  • G. Svindland

Externe Organisationen

  • Eidgenössische Technische Hochschule Lausanne (ETHL)
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Details

OriginalspracheEnglisch
FachzeitschriftMathematical finance
PublikationsstatusVeröffentlicht - 2012

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The canonical model space for law-invariant convex risk measures is l <sup>1</sup> / Filipović, D.; Svindland, G.
in: Mathematical finance, 2012.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Filipović D, Svindland G. The canonical model space for law-invariant convex risk measures is l <sup>1</sup> Mathematical finance. 2012. doi: 10.1111/j.1467-9965.2012.00534.x
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