Optimal Design of Dynamic Default Risk Measures (Q4903036): Difference between revisions

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Property / DOI: 10.1239/jap/1354716651 / rank
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Latest revision as of 15:20, 30 December 2024

scientific article; zbMATH DE number 6127038
Language Label Description Also known as
English
Optimal Design of Dynamic Default Risk Measures
scientific article; zbMATH DE number 6127038

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    Optimal Design of Dynamic Default Risk Measures (English)
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    19 January 2013
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    dynamic entropic risk measure
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    minimal risk
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    inf-convolution
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    backward stochastic differential equation
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