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Finance and Stochastics

Ausgabe 1/2021

Special Issue on Vector- and Set-Valued Methods in Stochastic Finance and Related Areas

Inhalt (7 Artikel)

Editorial

Andreas H. Hamel, Martin Schweizer

Open Access

Nonlinear expectations of random sets

Ilya Molchanov, Anja Mühlemann

Open Access

Elicitability and identifiability of set-valued measures of systemic risk

Tobias Fissler, Jana Hlavinová, Birgit Rudloff