Cheridito, P., Delbaen, F., & Kupper, M. (2005). Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance and stochastics, 9(3), 369-387. https://doi.org/10.1007/s00780-004-0150-7
Citácia podle Chicago (17th ed.)Cheridito, Patrick, Freddy Delbaen, a Michael Kupper. "Coherent and Convex Monetary Risk Measures for Unbounded Càdlàg Processes." Finance and Stochastics 9, no. 3 (2005): 369-387. https://doi.org/10.1007/s00780-004-0150-7.
Citácia podľa MLA (8th ed.)Cheridito, Patrick, et al. "Coherent and Convex Monetary Risk Measures for Unbounded Càdlàg Processes." Finance and Stochastics, vol. 9, no. 3, 2005, pp. 369-387, https://doi.org/10.1007/s00780-004-0150-7.
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