Notice
This item was automatically migrated from a legacy system. It's data has not been checked and might not meet the quality criteria of the present system.
Record link: 
http://hdl.handle.net/20.500.12708/168771
-
Title: 
Optimal risk sharing with non-monotone monetary functionals
-
Citation: 
Acciaio, B. (2007). Optimal risk sharing with non-monotone monetary functionals. Finance and Stochastics, 11(2), 267–289. https://doi.org/10.1007/s00780-007-0036-6
-
Publisher DOI: 
10.1007/s00780-007-0036-6
-
Publication Type: 
Article - Original Research Article
en
Authors: 
Acciaio, Beatrice 
-
Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
-
Journal: 
Finance and Stochastics 
-
ISSN: 
0949-2984
-
Date (published): 
2007
-
Number of Pages: 
23
-
Peer reviewed: 
Yes
-
Keywords: 
Statistics and Probability; Statistics, Probability and Uncertainty; Finance
-
Project title: 
Mathematics and Credit Risk (WWTF Wiener Wissenschafts-, Forschu und Technologiefonds) 
Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond) (Fonds zur Förderung der wissenschaftlichen Forschung (FWF)) 
-
Research Areas: 
Mathematical and Algorithmic Foundations: 20%
Risk based Design: 20%
außerhalb der gesamtuniversitären Forschungsschwerpunkte: 60%
-
Science Branch: 
Mathematik, Informatik
-
Appears in Collections:
Article

Show full item record

Page view(s)

43
checked on Dec 1, 2023

Google ScholarTM

Check