Ravanelli, Claudia
- Cash Sub-additive Risk Measures and Interest Rate Ambiguity
2007/10/22 by Nicole El Karoui, Karoui, Nicole El, Claudia Ravanelli +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #q-fin.RM