"Multistage optimization of option portfolio using higher order coherent ..."

Yassine Matmoura, Spiridon I. Penev (2013)

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DOI: 10.1016/J.EJOR.2012.12.013

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yassine Matmoura, Spiridon I. Penev:
Multistage optimization of option portfolio using higher order coherent risk measures. Eur. J. Oper. Res. 227(1): 190-198 (2013)

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