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Introduction to the special issue Stochastic Financial Economics, Volume 2

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Abstract

Outlined here are the research papers published in Volume 2 of the special issue Stochastic Financial Economics, each dealing with convex risk measures.

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Rferences

  1. Flåm, S.D.: Exchanges and measures of risks. 2(Special Issue) (2012). doi:10.1007/s11579-012-0062-9

  2. Föllmer H., Schied A.: Stochastic Finance. Walter de Gruyter and Co, Berlin (2004)

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  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

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Authors and Affiliations

  1. Economics Department, University of Bergen, Bergen, Norway

    Sjur Didrik Flåm

  2. Leeds University Business School and School of Mathematics, University of Leeds, Leeds, UK

    Klaus Reiner Sc̣henk-Hoppé

  3. Department of Finance and Management Science, NHH–Norwegian School of Economics, Bergen, Norway

    Klaus Reiner Sc̣henk-Hoppé

Authors
  1. Sjur Didrik Flåm
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  2. Klaus Reiner Sc̣henk-Hoppé
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Correspondence to Sjur Didrik Flåm or Klaus Reiner Sc̣henk-Hoppé.

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Flåm, S.D., Sc̣henk-Hoppé, K.R. Introduction to the special issue Stochastic Financial Economics, Volume 2 . Math Finan Econ 5, 231–232 (2011). https://doi.org/10.1007/s11579-012-0069-2

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  • DOI: https://doi.org/10.1007/s11579-012-0069-2

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