Valuations and dynamic convex risk measures

Mathematical Finance

Volumn 18, Issue 1, 2008, Pages 1-22

  Jobert, A ^a   Rogers, L C G ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Dynamic risk measure; Risk transfer; Time consistency; Valuation

Indexed keywords

EID: 34548578652     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2007.00320.x     Document Type: Article

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