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

Research output: Contribution to journalArticleResearchpeer review

Authors

  • D. Filipović
  • G. Svindland

External Research Organisations

  • École polytechnique fédérale de Lausanne (EPFL)
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Original languageEnglish
JournalMathematical finance
Publication statusPublished - 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.

Research output: Contribution to journalArticleResearchpeer 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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