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"Maturity-Independent Risk Measures."

Thaleia Zariphopoulou, Gordan Zitkovic (2010)

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DOI: 10.1137/080739732

access: closed

type: Journal Article

metadata version: 2023-06-26

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Thaleia Zariphopoulou, Gordan Zitkovic:
Maturity-Independent Risk Measures. SIAM J. Financial Math. 1(1): 266-288 (2010)

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