On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model

Volker Krätschmer

No 2007-010, SFB 649 Discussion Papers from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

JEL-codes: G10 (search for similar items in EconPapers)
Date: 2007
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