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

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+Coherent Measures of Risk
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+Normal rank
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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
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
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+A Generalized Stochastic Differential Utility
@@ Property / cites work: A Generalized Stochastic Differential Utility / rank @@
+Normal rank
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+Adapted solution of a backward stochastic nonlinear Volterra integral equation
+Normal rank
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+Adapted solution of a backward stochastic differential equation
+Normal rank
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+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
+Normal rank
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+Backward stochastic Volterra integral equations and some related problems
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