Coherent acceptability measures in multiperiod models

B. Roorda, J.M. Schumacher, J.C. Engwerda

Research output: Contribution to journalArticleScientificpeer-review

70 Citations (Scopus)
Original languageEnglish
Pages (from-to)589-612
JournalMathematical Finance
Volume15
Issue number4
Publication statusPublished - 2005

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