Tight Approximations of Dynamic Risk Measures

Dan Andrei Iancu, Marek Petrik, Dharmashankar Subramanian. Tight Approximations of Dynamic Risk Measures. Math. Oper. Res., 40(3):655-682, 2015. [doi]

Authors

Dan Andrei Iancu

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Marek Petrik

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Dharmashankar Subramanian

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