A Supermartingale Relation for Multivariate Risk Measures

Zachary Feinstein, Birgit Rudloff

Publication: Scientific journalJournal articlepeer-review

Original languageEnglish
Pages (from-to)1971 - 1990
JournalQuantitative Finance
Volume18
Issue number12
DOIs
Publication statusPublished - 2018

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101024 Probability theory
  • 101007 Financial mathematics

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