Duality for Set-Valued Measures of Risk

Andreas H. Hamel; Frank Heyde

doi:10.1137/080743494

journal article Jan 01, 2010

Duality for Set-Valued Measures of Risk

Andreas H. Hamel

Frank Heyde

SIAM Journal on Financial Mathematics Vol. 1 No. 1 pp. 66-95 · Society for Industrial & Applied Mathematics (SIAM)

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Citations

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References

Details

Published: Jan 01, 2010
Vol/Issue: 1(1)
Pages: 66-95

Authors

Cite This Article

Andreas H. Hamel, Frank Heyde (2010). Duality for Set-Valued Measures of Risk. SIAM Journal on Financial Mathematics, 1(1), 66-95. https://doi.org/10.1137/080743494

Duality for Set-Valued Measures of Risk

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