Q3613976 (Q3613976): Difference between revisions
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Latest revision as of 12:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
16 March 2009
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indifference pricing
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capital requirement
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convex risk measures
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exponential utility framework
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dilatation
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subdifferential and conservative price
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dynamic risk measures
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conservative approach
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backward stochastic differential equations
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