|
|||||
|
|
Coherent risk measures and good-deal bounds |
|
| Authors: | Stefan Jaschke Uwe Küchler |
| Institution: | Weierstra?-Institut für Angewandte Analysis und Stochastik, Mohrenstrasse 39, 10117 Berlin, Germany (e-mail: stefan@jaschke.net), DE Humboldt-Universit?t zu Berlin, Institut für Mathematik, Rudower Chaussee 25, 12489 Berlin, Germany (e-mail: kuechler@mathematik.hu-berlin.de), DE |
| Abstract: | |
| Keywords: | : Coherent risk measures valuation bounds portfolio optimization robust hedging convex duality |
| 本文献已被 SpringerLink 等数据库收录！ | |