"Beyond cash-additive risk measures: when changing the numéraire fails."

Walter Farkas, Pablo Koch-Medina, Cosimo Munari (2014)

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DOI: 10.1007/S00780-013-0220-9

access: closed

type: Journal Article

metadata version: 2021-10-14

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Walter Farkas, Pablo Koch-Medina, Cosimo Munari:
Beyond cash-additive risk measures: when changing the numéraire fails. Finance Stochastics 18(1): 145-173 (2014)

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