Optimal Design of Dynamic Default Risk Measures (Q4903036)
From MaRDI portal
scientific article; zbMATH DE number 6127038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Design of Dynamic Default Risk Measures |
scientific article; zbMATH DE number 6127038 |
Statements
Optimal Design of Dynamic Default Risk Measures (English)
0 references
19 January 2013
0 references
dynamic entropic risk measure
0 references
minimal risk
0 references
inf-convolution
0 references
backward stochastic differential equation
0 references
