Author:
Cheridito Patrick,Li Tianhui
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference35 articles.
1. Thinking Coherently;Artzner;RISK,1997
2. Coherent Measures of Risk;Artzner;Math. Finance,1999
3. Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming;Ben-Tal;Man. Sci.,1986
4. Penalty Functions and Duality in Stochastic Programming via Φ-Divergence Functionals;Ben-Tal;Math. Oper. Res.,1987
5. Biagini, S. , and M. Frittelli (2006): On Continuity Properties and Dual Representation of Convex and Monotone Functionals on Frechet Lattices, Working Paper.
Cited by
143 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