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Delbaen, F. (2002) Coherent Risk Measures on General Probability Spaces. In: Sandmann, K. and Schonbucher, P.J., Eds., Advances in Finance and Stochastics, Springer, Berlin, 1-37. https://doi.org/10.1007/978-3-662-04790-3_1

has been cited by the following article:

• TITLE: An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating

  AUTHORS: Calvin Tadmon, Eric Rostand Njike-Tchaptchet

  KEYWORDS: Economic Space, Economic Particle, Rating, Price Process, Risks Measures, Option Pricing

  JOURNAL NAME: Journal of Mathematical Finance, Vol.10 No.2, May 21, 2020

  ABSTRACT: In this paper, by taking into account the rating in a new concept of economic space, we propose a model of the dynamics of an economic particle, a model of price process, an extension of risk measures, and a new approach of option pricing with associated hedging portfolio.