Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (Q3502182): Difference between revisions

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+https://doi.org/10.1080/00036810701697328
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+W1995400364
@@ Property / OpenAlex ID: W1995400364 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
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+\(L^p\) solutions of backward stochastic differential equations.
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+Backward Stochastic Differential Equations in Finance
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+Convex measures of risk and trading constraints
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+A Generalized Stochastic Differential Utility
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+Adapted solution of a backward stochastic nonlinear Volterra integral equation
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+Adapted solution of a backward stochastic differential equation
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+Dynamic coherent risk measures
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+Backward stochastic Volterra integral equations and some related problems
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