Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931): Difference between revisions
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Revision as of 20:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic difference equations for dynamic convex risk measures on a binomial tree |
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Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (English)
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30 October 2015
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dynamic convex risk measure
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conditional nonlinear expectation
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binomial tree
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backward stochastic difference equation
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stochastic distortion probability
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