Extending pricing rules with general risk functions

  1. Balbás, A.
  2. Balbás, R.
  3. Garrido, J.
Journal:
European Journal of Operational Research

ISSN: 0377-2217

Year of publication: 2010

Volume: 201

Issue: 1

Pages: 23-33

Type: Article

DOI: 10.1016/J.EJOR.2009.02.015 GOOGLE SCHOLAR