Short note on inf-convolution preserving the Fatou property
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-008-0107-5.pdf
Reference11 articles.
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4. Delbaen F.: Coherent measures of risk on general probability spaces. In: Sandmann, K., Schonbucher, P.J.(eds) Advances in Finance and Stochastics, Essays in Honor of Dieter Sondermann., pp. 1–37. Springer, Berlin (2002)
5. Delbaen F.: Hedging bounded claims with bounded outcomes. Adv Math Econ 8, 75–86 (2006)
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