"Multivariate additive subordination with applications in finance."

Giovanni Amici, Laura Ballotta, Patrizia Semeraro (2025)

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DOI: 10.1016/J.EJOR.2024.10.010

access: closed

type: Journal Article

metadata version: 2024-12-22

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Giovanni Amici, Laura Ballotta, Patrizia Semeraro:
Multivariate additive subordination with applications in finance. Eur. J. Oper. Res. 321(3): 1004-1020 (2025)

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