Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference59 articles.
1. Ph. Artzner, F. Delbaen, J.-M. Eber, D. Heath, Thinking Coherently, RISK 10, November, 1997, pp. 68–71
2. Coherent measures of risk;Artzner;Math. Finance,1999
3. A converse comparison theorem for BSDEs and related properties of g-expectations;Briand;Electron. Comm. Probab.,2000
4. P. Barrieu, N. El Karoui, Pricing, hedging and optimally designing derivatives via minimization of risk measures, Contemp. Math. 2004 (in press), preprint
5. A property of backward stochastic differential equations;Chen;C.R. Acad. Sci. Paris Sér. I,1998
Cited by
362 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