Optimal Numeraires for Risk Measures

Damir Filipovic

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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@article{7d47cdf7689b4d0c869cafd19f8de9d5,

title = "Optimal Numeraires for Risk Measures",

author = "Damir Filipovic",

year = "2008",

month = feb,

day = "1",

language = "English",

volume = "18",

pages = "333 -- 336",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "2",

}