"Dilatation monotone risk measures are law invariant."

Alexander S. Cherny, Pavel G. Grigoriev (2007)

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DOI: 10.1007/S00780-007-0034-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alexander S. Cherny, Pavel G. Grigoriev:
Dilatation monotone risk measures are law invariant. Finance Stochastics 11(2): 291-298 (2007)

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