Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
Work
Year: 2010
Type: article
Author Mitja Stadje
Institution Tilburg University
Cites: 58
Cited by: 55
Related to: 10
FWCI: 5.806
Citation percentile (by year/subfield): 93.95
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green