The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143): Difference between revisions
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Revision as of 14:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps |
scientific article |
Statements
The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (English)
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17 June 2009
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backward semimartingale equation (BSE)
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dynamic convex risk measure
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dynamic convex valuation (DCV)
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time-consistency
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