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The importance of dynamic risk constraints for limited liability operators.

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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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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 177190182
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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        Value: 10.1007/s10479-023-05295-5
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      – Code: eng
        Text: English
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        PageCount: 38
        StartPage: 861
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      – TitleFull: The importance of dynamic risk constraints for limited liability operators.
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              Text: May2024
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