Martingale characterizations of risk-averse stochastic optimization problems
Crossref DOI link: https://doi.org/10.1007/s10107-019-01391-2
Published Online: 2019-03-27
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pichler, Alois http://orcid.org/0000-0001-8876-2429
Schlotter, Ruben
Text and Data Mining valid from 2019-03-27
Version of Record valid from 2019-03-27
Article History
Received: 12 February 2018
Accepted: 19 March 2019
First Online: 27 March 2019