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Multistage optimization of option portfolio using higher order coherent risk measures
Matmoura, Yassine, Penev, SpiridonVolume:
227
Langue:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2012.12.013
Date:
May, 2013
Fichier:
PDF, 334 KB
english, 2013