The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143): Difference between revisions

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Latest revision as of 16:51, 1 July 2024

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The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps
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    The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (English)
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    17 June 2009
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    backward semimartingale equation (BSE)
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    dynamic convex risk measure
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    dynamic convex valuation (DCV)
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    time-consistency
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