Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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