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Risk and duality in multidimensions

Stochastic Processes and their Applications, 83(2): 331--356, 1999.
Authors: Bartlomiej Blaszczyszyn and Karl Sigman
URL: http://www.sciencedirect.com/science/article/B6V1B-3X6B7FM-6/1/8e75690aa0292d362fa980efb041413f
Description: Stochastic Processes and their Applications
Tags: Choquet capacity
| URL | BibTeX  
@article{Blaszczyszyn1999,
title = {Risk and duality in multidimensions},
author = {Bartlomiej Blaszczyszyn and Karl Sigman},
day = {01},
journal = {Stochastic Processes and their Applications},
month = {Oct},
number = {2},
pages = {331--356},
url = {http://www.sciencedirect.com/science/article/B6V1B-3X6B7FM-6/1/8e75690aa0292d362fa980efb041413f},
volume = {83},
year = {1999},
description = {Stochastic Processes and their Applications},
keywords = {Choquet capacity }
}