Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/25182
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dc.contributor.authorKrätschmer, Volkeren_US
dc.date.accessioned2007-03-07en_US
dc.date.accessioned2009-07-23T14:44:34Z-
dc.date.available2009-07-23T14:44:34Z-
dc.date.issued2007en_US
dc.identifier.urihttp://hdl.handle.net/10419/25182-
dc.language.isoengen_US
dc.publisher|aSFB 649, Economic Risk|cBerlinen_US
dc.relation.ispartofseries|aSFB 649 discussion paper|x2007,010en_US
dc.subject.jelG10en_US
dc.subject.ddc330en_US
dc.subject.stwRisikoen_US
dc.subject.stwMessungen_US
dc.subject.stwFinanzderivaten_US
dc.subject.stwRobustes Verfahrenen_US
dc.subject.stwTheorieen_US
dc.titleOn {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market modelen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn52537874Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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