Coherent risk measures and the limit passage
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 3, pp. 466-491
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
@article{TVP_2009_54_3_a2,
     author = {L. A. Konovalov},
     title = {Coherent risk measures and the limit passage},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {466--491},
     publisher = {mathdoc},
     volume = {54},
     number = {3},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2009_54_3_a2/}
}
                      
                      
                    L. A. Konovalov. Coherent risk measures and the limit passage. Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 3, pp. 466-491. http://geodesic.mathdoc.fr/item/TVP_2009_54_3_a2/
