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"Dynamic capital allocation rules via BSDEs: an axiomatic approach."

Elisa Mastrogiacomo, Emanuela Rosazza Gianin (2024)

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DOI: 10.1007/S10479-022-04917-8

access: open

type: Journal Article

metadata version: 2024-06-08

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  - journals/anor/MastrogiacomoG24
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  - https://dblp.org/rec/journals/anor/MastrogiacomoG24
Elisa Mastrogiacomo, Emanuela Rosazza Gianin:
Dynamic capital allocation rules via BSDEs: an axiomatic approach. Ann. Oper. Res. 336(1-2): 749-772 (2024)

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