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Risk Measures And Capital Requirements For Processes

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  • Marco Frittelli
  • Giacomo Scandolo

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  • Marco Frittelli & Giacomo Scandolo, 2006. "Risk Measures And Capital Requirements For Processes," Mathematical Finance, Wiley Blackwell, vol. 16(4), pages 589-612.
  • Handle: RePEc:bla:mathfi:v:16:y:2006:i:4:p:589-612
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    References listed on IDEAS

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