"Vector-valued coherent risk measures."

Elyès Jouini, Moncef Meddeb, Nizar Touzi (2004)

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DOI: 10.1007/S00780-004-0127-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Elyès Jouini, Moncef Meddeb, Nizar Touzi:
Vector-valued coherent risk measures. Finance Stochastics 8(4): 531-552 (2004)

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