Coherent Risk Measures for Derivatives

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	819-835
Number of pages	17
Journal	International Journal of Theoretical and Applied Finance
Volume	4
Issue number	5
Publication status	Published - 2001

Cite this

@article{f57c9a0e0bf54fa8b74bde53ab8773f4,

title = "Coherent Risk Measures for Derivatives",

author = "Hailiang Yang and Siu, \{Tak Kuen\}",

year = "2001",

language = "English",

volume = "4",

pages = "819--835",

journal = "International Journal of Theoretical and Applied Finance",

issn = "1793-6322",

publisher = "World Scientific Publishing Co. Pte Ltd",

number = "5",

}