@article{publication-21653,
	author={Farkas, Walter and Mathys, Ludovic and Vasiljevic, Nikola},
	doi={10.1111/mafi.12302},
	issn={0960-1627},
	journal={Mathematical Finance},
	number=2,
	pages={772-823},
	publisher={Wiley-Blackwell Publishing, Inc.},
	title={Intra‐Horizon expected shortfall and risk structure in models with jumps},
	volume=31,
	year=2021,
}