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

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+Jiong-min Yong
@@ Property / author: Jiong-min Yong / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00036810701697328
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@@ Property / OpenAlex ID @@
+W1995400364
@@ Property / OpenAlex ID: W1995400364 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
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@@ Property / cites work @@
+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 @@
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@@ Property / cites work @@
+A Generalized Stochastic Differential Utility
@@ Property / cites work: A Generalized Stochastic Differential Utility / rank @@
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@@ Property / cites work @@
+Adapted solution of a backward stochastic nonlinear Volterra integral equation
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
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@@ Property / cites work @@
+Backward stochastic Volterra integral equations and some related problems
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