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Contingent claim pricing through a continuous time variational bargaining scheme
Azevedo, N.; Pinheiro, D.; Xanthopoulos, S. Z.; … - In: Advances of OR in commodities and financial modeling, (pp. 95-112). 2018
Persistent link: https://www.econbiz.de/10011871368
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Numerical computation of convex risk measures
Papayiannis, G. I.; Yannacopoulos, Athanasios N. - In: Advances of OR in commodities and financial modeling, (pp. 417-435). 2018
Persistent link: https://www.econbiz.de/10011871424