Q3613976 (Q3613976): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:22, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
16 March 2009
0 references
indifference pricing
0 references
capital requirement
0 references
convex risk measures
0 references
exponential utility framework
0 references
dilatation
0 references
subdifferential and conservative price
0 references
dynamic risk measures
0 references
conservative approach
0 references
backward stochastic differential equations
0 references
