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Coherent and convex monetary risk measures for bounded càdlàg processes

Coherent and convex monetary risk measures for bounded càdlàg processes

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CHERIDITO, Patrick, Freddy DELBAEN, Michael KUPPER, 2004. Coherent and convex monetary risk measures for bounded càdlàg processes. In: Stochastic Processes and their Applications. 112(1), pp. 1-22. ISSN 0304-4149. eISSN 1879-209X. Available under: doi: 10.1016/j.spa.2004.01.009

@article{Cheridito2004-07Coher-40947, title={Coherent and convex monetary risk measures for bounded càdlàg processes}, year={2004}, doi={10.1016/j.spa.2004.01.009}, number={1}, volume={112}, issn={0304-4149}, journal={Stochastic Processes and their Applications}, pages={1--22}, author={Cheridito, Patrick and Delbaen, Freddy and Kupper, Michael} }

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