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A supermartingale relation for multivariate risk measures.

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Bibliographic Details
Title: A supermartingale relation for multivariate risk measures.
Authors: Feinstein, Zachary1 zfeinstein@ese.wustl.edu, Rudloff, Birgit2
Source: Quantitative Finance. Dec2018, Vol. 18 Issue 12, p1971-1990. 20p.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697688.2018.1459810