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source:"econis"
subject:"Estimation"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Kromer, Eduard"
~subject:"Aumann-Shaley allocation"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
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Kromer, Eduard
Korn, Ralf
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Differentiability of BSVIEs and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763938
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Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
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