A functional Itô’s calculus approach to convex risk measures with jump diffusion-Reference-Cited by-同舟云学术

A functional Itô’s calculus approach to convex risk measures with jump diffusion

Published:2016-05 Issue:3 Volume:250 Page:874-883
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Siu Tak Kuen

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference52 articles.

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