• Media type: E-Article
  • Title: Multivariate dynamic cash sub-additive risk measures for processes
  • Contributor: Sun, Fei [VerfasserIn]; Luo, Kui [VerfasserIn]; Feng, Yu [VerfasserIn]
  • imprint: 2022
  • Published in: International journal of theoretical and applied finance ; 25(2022), 4/5 vom: Juni/Aug., Artikel-ID 2250020, Seite 1-13
  • Language: English
  • DOI: 10.1142/S0219024922500200
  • Identifier:
  • Keywords: Dynamic risk measures ; multivariate ; processes ; Aufsatz in Zeitschrift
  • Origination:
  • Footnote:
  • Access State: Open Access