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Cb(X) 空间的货币效用函数

IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance Pub Date : 2024-04-01 DOI:10.1142/s0219024923500334
FREDDY DELBAEN
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引用次数: 0

摘要

我们将描述波兰空间上实值（有界）连续函数空间上定义的稳健货币效用函数的特征。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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MONETARY UTILITY FUNCTIONS ON Cb(X) SPACES

We will characterize robust monetary utility functions defined on the space of real valued (bounded) continuous functions on a Polish space.

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来源期刊
International Journal of Theoretical and Applied Finance
International Journal of Theoretical and Applied Finance BUSINESS, FINANCE-
CiteScore
1.10
自引率
20.00%
发文量
28
期刊介绍： The shift of the financial market towards the general use of advanced mathematical methods has led to the introduction of state-of-the-art quantitative tools into the world of finance. The International Journal of Theoretical and Applied Finance (IJTAF) brings together international experts involved in the mathematical modelling of financial instruments as well as the application of these models to global financial markets. The development of complex financial products has led to new challenges to the regulatory bodies. Financial instruments that have been designed to serve the needs of the mature capitals market need to be adapted for application in the emerging markets.
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