Tight Approximations of Dynamic Risk Measures

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Publication:3449453

DOI10.1287/moor.2014.0689zbMath1410.91269arXiv1106.6102OpenAlexW2106549991MaRDI QIDQ3449453

Dan Andrei Iancu, Dharmashankar Subramanian, Marek Petrik

Publication date: 4 November 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.6102



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