CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY |
scientific article |
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CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (English)
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7 December 2009
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risk measures
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Fenchel-Legendre transform
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model uncertainty
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inf-convolution
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backward stochastic differential equations
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