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      Risk measure pricing and hedging in incomplete markets

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      Journal: Annals of Finance
      Publisher: Springer Nature

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          Theory of Rational Option Pricing

          Robert C. Merton (1974)
          Article 0 comments Cited 676 times – based on 0 reviews     Review now
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            Martingales and arbitrage in multiperiod securities markets

            J.Michael Harrison, David Kreps (1979)
            Article 0 comments Cited 356 times – based on 0 reviews     Review now
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              Conditional value-at-risk for general loss distributions

              R.Tyrrell Rockafellar, Stanislav Uryasev (2002)
              Article 0 comments Cited 299 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Annals of Finance
                Abbreviated Title: Annals of Finance
                Publisher: Springer Nature
                ISSN (Print): 1614-2446
                ISSN (Electronic): 1614-2454
                Publication date Created: January 2006
                Publication date (Print): October 18 2005
                Volume: 2
                Issue: 1
                Pages: 51-71
                Article
                DOI: 10.1007/s10436-005-0023-x
                SO-VID: 146ddf36-8fea-4316-a6aa-fcc1f1ccbfff
                Copyright © © 2005
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