Dynamic monetary risk measures for bounded discrete-time processes.
Cheridito, Patrick ; Delbaen, Freddy ; Kupper, Michael
Electronic Communications in Probability [electronic only], Tome 11 (2006), p. 57-106 / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:116757 
@article{05070622,
     title = {Dynamic monetary risk measures for bounded discrete-time processes.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {11},
     year = {2006},
     pages = {57-106},
     zbl = {1184.91109},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070622}
}

Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael. Dynamic monetary risk measures for bounded discrete-time processes.. Electronic Communications in Probability [electronic only], Tome 11 (2006) pp. 57-106. http://gdmltest.u-ga.fr/item/05070622/