@techreport{Kratschmer2007sigma,
address = {Berlin},
author = {Volker Kr\"{a}tschmer},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {G10; 330; Risiko; Messung; Finanzderivat; Robustes Verfahren; Theorie},
language = {eng},
number = {2007,010},
publisher = {SFB 649, Economic Risk},
title = {On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model},
type = {SFB 649 discussion paper},
url = {http://hdl.handle.net/10419/25182},
year = {2007}
}
