Loading [MathJax]/extensions/tex2jax.js

Stochastics and Dynamics

1 - 1 out of 1Page size: 20

Publications

  1. 2011

  2. Published

    Entropic risk measures: coherence vs. convexity, model ambiguity, and robust large deviations

    Knispel, T. & Föllmer, H., 2011, In: Stochastics and Dynamics. 2011, 11(2-3), p. 333-351

    Research output: Contribution to journalArticleResearchpeer review