An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)
82 Downloads (Pure)

Fingerprint

Dive into the research topics of 'An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree'. Together they form a unique fingerprint.

Business & Economics