“…The theoretical setup and notations are, with respect to risk measures, similar to (Geissel et al;. With the filtration (F) 0≤t≤T , T > 0 that is fixed on the probability space (Ω, F, P) in such a way that F 0 = {∅, Ω} and F T = F, we can specify a financial position X ∶ Ω → R as a random variable on the probability space (Ω, F, P).…”