Time consistency of dynamic risk measures in markets with transaction costs (Q5397475)
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scientific article; zbMATH DE number 6260419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency of dynamic risk measures in markets with transaction costs |
scientific article; zbMATH DE number 6260419 |
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Time consistency of dynamic risk measures in markets with transaction costs (English)
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20 February 2014
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risk measures
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multivariate contingent claims
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dynamic models
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transaction costs
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