Coherent multiperiod risk adjusted values and Bellman’s principle

Author： Artzner Philippe   Delbaen Freddy   Eber Jean-Marc   Heath David   Ku Hyejin  

Publisher： Springer Publishing Company

ISSN： 0254-5330

Source： Annals of Operations Research, Vol.152, Iss.1, 2007-07, pp. : 5-22

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