Monetary risk measures for stochastic processes via Orlicz duality
Crossref DOI link: https://doi.org/10.1007/s10203-021-00334-x
Published Online: 2021-05-29
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kountzakis, Christos E.
Rossello, Damiano http://orcid.org/0000-0001-9128-4149
Funding for this research was provided by:
Università degli Studi di Catania
Text and Data Mining valid from 2021-05-29
Version of Record valid from 2021-05-29
Article History
Received: 5 March 2020
Accepted: 14 May 2021
First Online: 29 May 2021