On representing and hedging claims for coherent risk measures (with Seb Armstrong and Abdelkarem (2019)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: http://www.heldermann.de/JCA/jcacover.htm
Type: Journal Article/Review
Volume: 26
Parent Publication: Journal of Convex Analysis
Issue: 1