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100
Voted
CDC
2008
IEEE
113
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Control Systems
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CDC 2008
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Maturity-independent risk measures
15 years 10 months ago
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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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