"Dynamic systemic risk measures for bounded discrete time processes."

Eduard Kromer, Ludger Overbeck, Katrin Zilch (2019)

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DOI: 10.1007/S00186-018-0655-Z

access: closed

type: Journal Article

metadata version: 2020-11-18

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Eduard Kromer, Ludger Overbeck, Katrin Zilch:
Dynamic systemic risk measures for bounded discrete time processes. Math. Methods Oper. Res. 90(1): 77-108 (2019)

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