Representation results for law invariant time consistent functions (Q1932525)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation results for law invariant time consistent functions |
scientific article |
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Representation results for law invariant time consistent functions (English)
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20 January 2013
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law invariance
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time consistency
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certainty equivalent
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dynamic risk measures
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Skorohod embedding theorem
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