Introduction to the special issue Stochastic Financial Economics, Volume 2
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Outlined here are the research papers published in Volume 2 of the special issue Stochastic Financial Economics, each dealing with convex risk measures.
KeywordsRisk Measure Trading Cost Contingent Claim Free Lunch Math Finan Econ
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- 1.Flåm, S.D.: Exchanges and measures of risks. 2(Special Issue) (2012). doi: 10.1007/s11579-012-0062-9
- 3.Horst, U., Moreno-Bromberg, S.: Efficiency and equilibria in games of optimal derivative design. 2(Special Issue) (2012). doi: 10.1007/s11579-012-0066-5
- 4.Pennanen, T.: Dual representation of superhedging costs in illiquid markets. 2(Special Issue) (2012). doi: 10.1007/s11579-012-0061-x
© Springer-Verlag 2012