University of Waterloo

Coherent and convex risk measures

Föllmer, Hans , and Alexander Schied. “Coherent and convex risk measures”. In Encyclopedia of quantitative finance, 355–363. John Wiley & Sons, 2010.

Contact

M3 3132

519-888-4567, ext. 41563

aschied@uwaterloo.ca

University of Waterloo

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Waterloo, ON, Canada N2L 3G1