Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838): Difference between revisions

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Latest revision as of 04:10, 11 July 2024

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Dynamic Conic Finance via Backward Stochastic Difference Equations
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    Dynamic Conic Finance via Backward Stochastic Difference Equations (English)
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    9 December 2015
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    dynamic acceptability index
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    dynamic conic finance
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    dynamic convex risk measures
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    \(g\)-expectation
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    transaction costs
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    dividend paying securities
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    dynamic bid and ask
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    arbitrage free pricing
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    illiquid market
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