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Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time

Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time

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CHERIDITO, Patrick, Michael KUPPER, 2011. Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time. In: International Journal of Theoretical and Applied Finance. World Scientific Publishing. 14(1), pp. 137-162. ISSN 0219-0249. eISSN 1793-6322. Available under: doi: 10.1142/S0219024911006292

@article{Cheridito2011Compo-55459, title={Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time}, year={2011}, doi={10.1142/S0219024911006292}, number={1}, volume={14}, issn={0219-0249}, journal={International Journal of Theoretical and Applied Finance}, pages={137--162}, author={Cheridito, Patrick and Kupper, Michael} }

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