The importance of dynamic risk constraints for limited liability operators.

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Bibliographic Details
Title: The importance of dynamic risk constraints for limited liability operators.
Authors: Armstrong, John1, Brigo, Damiano2, damiano.brigo@imperial.ac.uk, Tse, Alex S. L.3
Source: Annals of Operations Research; May2024, Vol. 336 Issue 1/2, p861-898, 38p
Database: Applied Science & Technology Source
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Description
ISSN:02545330
DOI:10.1007/s10479-023-05295-5