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"Satisfying convex risk limits by trading."

Kasper Larsen et al. (2005)

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DOI: 10.1007/S00780-004-0137-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/LarsenPST05
Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü:
Satisfying convex risk limits by trading. Finance Stochastics 9(2): 177-195 (2005)

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