"Comonotone Pareto optimal allocations for law invariant robust utilities ..."

Claudia Ravanelli, Gregor Svindland (2014)

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DOI: 10.1007/S00780-013-0214-7

access: closed

type: Journal Article

metadata version: 2022-10-02

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Claudia Ravanelli, Gregor Svindland:
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. Finance Stochastics 18(1): 249-269 (2014)

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