MONETARY UTILITY FUNCTIONS ON Cb(X) SPACES

FREDDY DELBAEN
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引用次数: 0

Abstract

We will characterize robust monetary utility functions defined on the space of real valued (bounded) continuous functions on a Polish space.

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Cb(X) 空间的货币效用函数
我们将描述波兰空间上实值(有界)连续函数空间上定义的稳健货币效用函数的特征。
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来源期刊
CiteScore
1.10
自引率
20.00%
发文量
28
期刊介绍: The shift of the financial market towards the general use of advanced mathematical methods has led to the introduction of state-of-the-art quantitative tools into the world of finance. The International Journal of Theoretical and Applied Finance (IJTAF) brings together international experts involved in the mathematical modelling of financial instruments as well as the application of these models to global financial markets. The development of complex financial products has led to new challenges to the regulatory bodies. Financial instruments that have been designed to serve the needs of the mature capitals market need to be adapted for application in the emerging markets.
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A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS KRIGING METHODS FOR MODELING SPATIAL BASIS RISK IN WEATHER INDEX INSURANCES: A TECHNICAL NOTE MONETARY UTILITY FUNCTIONS ON Cb(X) SPACES THE JARROW AND TURNBULL SETTING REVISITED PARAMETER ESTIMATION METHODS OF REQUIRED RATE OF RETURN ON STOCK
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