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Coherent acceptability measures in multiperiod models

Roorda,B.
; 
Schumacher,J.M.
; 
Engwerda,J.C.
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2005
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Tilburg University Research Output Collection
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Roorda, B, Schumacher, J M & Engwerda, J C 2005, 'Coherent acceptability measures in multiperiod models', Mathematical Finance, vol. 15, no. 4, pp. 589-612.
URI
https://hdl.handle.net/20.500.14602/43644
License
info:eu-repo/semantics/restrictedAccess
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