Optimal Numeraires for Risk Measures

Damir Filipovic

Publication: Scientific journal › Journal article › peer-review

Check availability

@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",

}