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    CDC
    2008
    IEEE
    113views Control Systems» more  CDC 2008»
    Maturity-independent risk measures
    14 years 7 months ago
    Maturity-independent risk measures
    Download  www.ma.utexas.edu
    The new notion of maturity-independent risk measures is introduced and contrasted with the existing risk measurement concepts. It is shown, by means of two examples, one set on a ï...
    Thaleia Zariphopoulou, Gordan Zitkovic
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