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