Beyond cash-additive risk measures: when changing the numéraire fails.

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Bibliographic Details
Title:	Beyond cash-additive risk measures: when changing the numéraire fails.
Authors:	Farkas, Walter walter.farkas@bf.uzh.ch, Koch-Medina, Pablo¹ pablo.koch@bf.uzh.ch, Munari, Cosimo² cosimo.munari@math.ethz.ch
Source:	Finance & Stochastics. Jan2014, Vol. 18 Issue 1, p145-173. 29p.
Database:	Business Source Ultimate

Description
ISSN:	09492984
DOI:	10.1007/s00780-013-0220-9