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Spatial Risk Measures: Local Specification and Boundary Risk
Föllmer, Hans; Klüppelberg, Claudia
2014 • In Crisan, D.; Hambly, B.; Zariphopoulou, T. (Eds.) Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons
Peer reviewed
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Disciplines :
Mathematics
Author, co-author :
Föllmer, Hans;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit ; Humboldt-Universität zu Berlin > Department of Mathematics
Klüppelberg, Claudia
Language :
English
Title :
Spatial Risk Measures: Local Specification and Boundary Risk
Publication date :
2014
Main work title :
Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons
Editor :
Crisan, D.
Hambly, B.
Zariphopoulou, T.
Publisher :
Springer
ISBN/EAN :
978-3319112916
Collection name :
Proceedings in Mathematics & Statistics 100
Pages :
307-326
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 26 January 2015

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