Conditional and dynamic convex risk measures

Kai Detlefsen, Giacomo Scandolo

Type: Article

Publication Date: 2005-08-24

Citations: 377

DOI: https://doi.org/10.1007/s00780-005-0159-6

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+	The Existence of Regular Conditional Probabilities: Necessary and Sufficient Conditions	1985	Arnold M. Faden
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+	Probability (2nd ed.)	1995	Albert N. Shiryaev R. P. Boas
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