Compatibility between pricing rules and risk measures: The CCVaR.
Balbás, Alejandro ; Balbás, Raquel
RACSAM, Tome 103 (2009), p. 251-264 / Harvested from Biblioteca Digital de Matemáticas
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Publié le : 2009-01-01
DMLE-ID : 6197 
@article{urn:eudml:doc:43692,
     title = {Compatibility between pricing rules and risk measures: The CCVaR.},
     journal = {RACSAM},
     volume = {103},
     year = {2009},
     pages = {251-264},
     zbl = {1181.91069},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:43692}
}

Balbás, Alejandro; Balbás, Raquel. Compatibility between pricing rules and risk measures: The CCVaR.. RACSAM, Tome 103 (2009) pp. 251-264. http://gdmltest.u-ga.fr/item/urn:eudml:doc:43692/