"Coherent multiperiod risk adjusted values and Bellman's principle."

Philippe Artzner et al. (2007)

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DOI: 10.1007/S10479-006-0132-6

access: closed

type: Journal Article

metadata version: 2021-07-25

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Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku:
Coherent multiperiod risk adjusted values and Bellman's principle. Ann. Oper. Res. 152(1): 5-22 (2007)

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