Penev Spiridon

Spiridon Penev

Information about the author Spiridon Penev will soon be added to the site.
Found 2 papers in total
Multistage optimization of option portfolio using higher order coherent risk measures
Multistage optimization of option portfolio using higher order coherent risk measures
2013
Choosing a suitable risk measure to optimize an option portfolio’s performance...
Kusuoka representation of higher order dual risk measures
Kusuoka representation of higher order dual risk measures
2010
We derive representations of higher order dual measures of risk in ℒ p spaces as...
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