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"The importance of dynamic risk constraints for limited liability operators."

John Armstrong, Damiano Brigo, Alex S. L. Tse (2024)

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DOI: 10.1007/S10479-023-05295-5

access: open

type: Journal Article

metadata version: 2024-06-08

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  dblp key:
  - journals/anor/ArmstrongBT24
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  - https://dblp.org/rec/journals/anor/ArmstrongBT24
John Armstrong, Damiano Brigo, Alex S. L. Tse:
The importance of dynamic risk constraints for limited liability operators. Ann. Oper. Res. 336(1-2): 861-898 (2024)

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