Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference57 articles.
1. Acerbi, C., Tasche, D.: On the coherence of expected shortfall. J. Bank. Finance 26, 1487–1503 (2002)
2. Artzner, P., Delbaen, F., Eber, M., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)
3. Arrow, K.J., Debreu, G.: Existence of an equilibrium for a competitive economy. Econometrica 22, 265–290 (1954)
4. Basel III: A Global Regulatory Framework for more Resilient Banks and Banking Systems, Bank for International Settlements Communications. Basel, Switzerland (2010)
5. Carr, P., Geman, H., Madan, D., Yor, M.: Self-decomposability and option pricing. Math. Finance 17, 31–57 (2007)
Cited by
4 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