Risk Measures in non-dominated Models Magali Kervarec Purpose: Study Risk Measures taking into account the model uncertainty in mathematical finance. - Stochastic game - Document - PDFSEARCH.IO

First Page	Meta Content
	Risk Measures in non-dominated Models Magali Kervarec Purpose: Study Risk Measures taking into account the model uncertainty in mathematical finance. Add to Reading List Document Date: 2010-06-19 15:40:08 Open Document File Size: 237,52 KB Share Result on Facebook Company Properties Let Lp / / Currency pence / / IndustryTerm orthogonal martingale law / mathematical finance / / Person P. Magali Kervarec / Magali Kervarec / / SocialTag Actuarial science Financial economics Mathematical sciences Game theory Martingale Martingale theory Risk Coherent risk measure Black–Scholes Statistics

Risk Measures in non-dominated Models Magali Kervarec Purpose: Study Risk Measures taking into account the model uncertainty in mathematical finance.Add to Reading List