Dynamic capital allocation rules via BSDEs: an axiomatic approach

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Dynamic capital allocation rules via BSDEs: an axiomatic approach ; day:28 ; month:8 ; year:2022 ; pages:1-24
Annals of operations research ; (28.8.2022), 1-24

Classification
Wirtschaft

Creator
Mastrogiacomo, Elisa
Rosazza Gianin, Emanuela
Contributor
SpringerLink (Online service)

DOI
10.1007/s10479-022-04917-8
URN
urn:nbn:de:101:1-2022111521082029234348
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:21 AM CEST

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