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"Kusuoka representations of coherent risk measures in general probability ..."

Nilay Noyan, Gábor Rudolf (2015)

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DOI: 10.1007/S10479-014-1748-6

access: closed

type: Journal Article

metadata version: 2022-01-03

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Nilay Noyan, Gábor Rudolf:
Kusuoka representations of coherent risk measures in general probability spaces. Ann. Oper. Res. 229(1): 591-605 (2015)

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