Real-valued conditional convex risk measures in Lp(ℱ, R)
The numerical representation of convex risk measures beyond essentially bounded financial positions is an important topic which has been the theme of recent literature. In other direction, it has been discussed the assessment of essentially bounded risks taking explicitly new information into acc...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2011-03-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/2011006 |