bielecki.cialenco.ea:14:dynamic¶
BibTeX Entry:
@article{bielecki.cialenco.ea:14:dynamic,
author = {Bielecki, Tomasz R. and Cialenco, Igor and Zhang, Zhao},
doi = {10.1111/j.1467-9965.2012.00524.x},
fjournal = {Mathematical Finance. An International Journal of Mathematics, Statistics and Financial Economics},
issn = {0960-1627,1467-9965},
journal = {Math. Finance},
mrclass = {91B30 (91G80)},
mrnumber = {3274935},
mrreviewer = {Lixin\ Song},
number = {3},
pages = {411--441},
title = {Dynamic coherent acceptability indices and their applications to finance},
url = {https://doi.org/10.1111/j.1467-9965.2012.00524.x},
volume = {24},
year = {2014}
}