Multistage optimization of option portfolio using higher order coherent risk measures
| Year of publication: |
2013
|
|---|---|
| Authors: | Matmoura, Yassine ; Penev, Spiridon |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 227.2013, 1 (16.5.), p. 190-198
|