Author:
Cheridito Patrick,Kupper Michael
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference24 articles.
1. Artzner P., Delbaen F., Eber J.M., Heath D.: Coherent measures of risk. Math. Finance 9(3), 203–228 (1999)
2. Artzner P., Delbaen F., Eber J.M., Heath D., Ku H.: Coherent multiperiod risk adjusted values and Bellman’s principle. Ann. Oper. Res. 152, 5–22 (2007)
3. Becherer D.: Bounded solutions to backward SDE’s with jumps for utility optimization and indifference hedging. Ann. Appl. Probab. 16(4), 2027–2054 (2006)
4. Cheridito P., Delbaen F., Kupper M.: Dynamic monetary risk measures for bounded discrete-time processes. Electr. J. Probab. 11, 57–106 (2006)
5. Cheridito, P., Kupper, M.: Composition of time-consistent monetary risk measures in discrete time (2006, preprint)
Cited by
42 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