Coherent multiperiod risk adjusted values and Bellman's principle
Metadata only
Datum
2007Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Annals of Operations ResearchBand
Seiten / Artikelnummer
Verlag
SpringerThema
Bellman's principle; Capital requirement; Coherence; Risk-adjusted values; Stability by pasting; Time consistency