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"Tight Approximations of Dynamic Risk Measures."

Dan Andrei Iancu, Marek Petrik, Dharmashankar Subramanian (2015)

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DOI: 10.1287/MOOR.2014.0689

access: closed

type: Journal Article

metadata version: 2017-05-28

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Dan Andrei Iancu, Marek Petrik, Dharmashankar Subramanian:
Tight Approximations of Dynamic Risk Measures. Math. Oper. Res. 40(3): 655-682 (2015)

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