Author:
Bion-Nadal Jocelyne,Di Nunno Giulia
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference23 articles.
1. Albeverio, S., Di Nunno, G., Rozanov, Yu.A.: Price operators analysis in L p -spaces. Acta Appl. Math. 89, 85–108 (2005)
2. Barrieu, P., El Karoui, N.: Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona, R. (ed.) Volume on Indifference Pricing, pp. 77–147. Princeton University Press, Princeton (2009)
3. Bernardo, A.E., Ledoit, O.: Gain, loss, and asset pricing. J. Polit. Econ. 108, 144–172 (2000)
4. Bion-Nadal, J.: Dynamic risk measures: Time consistency and risk measures from BMO martingales. Finance Stoch. 12, 219–244 (2008)
5. Bion-Nadal, J.: Time consistent dynamic risk processes. Stoch. Process. Appl. 119, 633–654 (2009)
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献