Representation of dynamic time-consistent convex risk measures with jumps (Q3119604): Difference between revisions
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Latest revision as of 09:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of dynamic time-consistent convex risk measures with jumps |
scientific article |
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Representation of dynamic time-consistent convex risk measures with jumps (English)
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12 March 2019
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dynamic convex risk measure
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dynamic coherent risk measure
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Poisson random measure
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backward stochastic differential equations
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\(g\)-expectation
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minimal penalty term
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conjugate function
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