Introduction to the special issue Stochastic Financial Economics, Volume 2
- 87 Downloads
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
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
- 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