Satisfying convex risk limits by trading
| Year of publication: |
2005
|
|---|---|
| Authors: | Larsen, Kasper ; Pirvu, Traian A. ; Shreve, Steven E. ; Tütüncü, Reha |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 2, p. 177-196
|