Coherent acceptability measures in multiperiod models

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

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{bb639fa2fac94b539436f327b1b77066,

title = "Coherent acceptability measures in multiperiod models",

author = "B. Roorda and J.M. Schumacher and J.C. Engwerda",

year = "2005",

language = "English",

volume = "15",

pages = "589--612",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell",

number = "4",

}