Advances in Mathematical Economics
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Published By Springer Japan

9784431343417
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scholarly journals Law invariant risk measures have the Fatou property

2007 ◽  
pp. 49-71 ◽  
Author(s):  
Elyès Jouini ◽  
Walter Schachermayer ◽  
Nizar Touzi
Keyword(s):  
Risk Measures ◽  
Fatou Property ◽  
Law Invariant Risk Measures
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