Multiperiod Maximum Loss is time unit invariant
Crossref DOI link: https://doi.org/10.1186/s40064-016-2959-x
Published Online: 2016-08-11
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kovacevic, Raimund M.
Breuer, Thomas
Funding for this research was provided by:
Austrian Science Fund (AT) (L532-N18)
License valid from 2016-08-11