Time consistent dynamic risk processes (Q1004410): Difference between revisions
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Revision as of 20:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistent dynamic risk processes |
scientific article |
Statements
Time consistent dynamic risk processes (English)
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10 March 2009
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dynamic risk measures
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time consistency
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BMO martingales
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snell envelope
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