REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838): Difference between revisions

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+Classical and variational differentiability of BSDEs with quadratic growth
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+Coherent Measures of Risk
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+Values of Non-Atomic Games
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+Q3613976
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+Internal Telephone Billing Rates—A Novel Application of Non-Atomic Game Theory
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+\(L^p\) solutions of backward stochastic differential equations.
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Dual characterization of properties of risk measures on Orlicz hearts
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+CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK
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+ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION
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+Conditional and dynamic convex risk measures
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+Backward Stochastic Differential Equations in Finance
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+VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+An extension of clark' formula
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS
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+Dynamic exponential utility indifference valuation
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+The Malliavin Calculus and Related Topics
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+A generalized clark representation formula, with application to optimal portfolios
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+Adapted solution of a backward stochastic differential equation
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+Risk measures via \(g\)-expectations
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