Multi-currency reserving for coherent risk measures (2017)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1712.01319
Publication URI: https://arxiv.org/abs/1712.01319
Type: Journal Article/Review
Parent Publication: arXiv e-prints