The Canonical Model Space for Law-Invariant Convex Risk Measures is L1

Publication: Scientific journal › Journal article › peer-review

Cite this

@article{5e44843ce229440db8bfffa279601ff3,

title = "The Canonical Model Space for Law-Invariant Convex Risk Measures is L1",

author = "Damir Filipovic and Gregor Svindland",

year = "2009",

month = feb,

day = "1",

language = "English",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

}