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Representation results for law invariant time consistent functions

Type of Publication: Journal article
Publication status: Published
Author: Kupper, Michael; Schachermayer, Walter
Year of publication: 2009
Published in: Mathematics and Financial Economics ; 2 (2009), 3. - pp. 189-210. - ISSN 1862-9679. - eISSN 1862-9660
DOI (citable link): https://dx.doi.org/10.1007/s11579-009-0019-9
Subject (DDC): 510 Mathematics

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KUPPER, Michael, Walter SCHACHERMAYER, 2009. Representation results for law invariant time consistent functions. In: Mathematics and Financial Economics. 2(3), pp. 189-210. ISSN 1862-9679. eISSN 1862-9660. Available under: doi: 10.1007/s11579-009-0019-9

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