"Convex measures of risk and trading constraints."

Hans Föllmer, Alexander Schied (2002)

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DOI: 10.1007/S007800200072

access: closed

type: Journal Article

metadata version: 2020-07-22

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Hans Föllmer, Alexander Schied:
Convex measures of risk and trading constraints. Finance Stochastics 6(4): 429-447 (2002)

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