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Metadata Label Value
Author(s): Kupper, Michael
Publisher: ETH
Citation:

Kupper, Michael. Monetary risk measures for stochastic processes. ETH (2005). http://dx.doi.org/10.3929/ethz-a-005065372

Documents: Abstract (107.67KB)
Import to Mendeley

Detailed Information

Metadata Description
Title Monetary risk measures for stochastic processes
Author(s) Kupper, Michael
Publication Place Zürich
Publisher ETH
Publication Date 2005
Notes Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16023, 2005
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005065372
Subject(s) Operations Research
Mathematical Statistics
Keyword(s) UTILITY VALUE
RISK THEORY
STOCHASTIC PROCESSES
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY
Description File Name MIME Type Size
Abstract   eth-28186-01.pdf application/pdf 107.67KB
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E-Collection record created: Sat, 19 Apr 2008, 03:23:07 CET