REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS
KROMER, EDUARD, OVERBECK, LUDGERVolume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024914500320
Date:
August, 2014
File:
PDF, 284 KB
english, 2014