A Supermartingale Relation for Multivariate Risk Measures

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

@article{417bde23926e499287654e9e019075cf,

title = "A Supermartingale Relation for Multivariate Risk Measures",

author = "Zachary Feinstein and Birgit Rudloff",

year = "2018",

doi = "10.1080/14697688.2018.1459810",

language = "English",

volume = "18",

pages = "1971 -- 1990",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "12",

}