A class of time inconsistent risk measures and backward stochastic Volterra integral equations
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Publication:4921213
DOI10.3233/RDA-2012-0074zbMath1266.91039OpenAlexW1920346151MaRDI QIDQ4921213
Publication date: 23 May 2013
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2012-0074
time-inconsistencybackward stochastic Volterra integral equationsdynamic coherent risk measuresstochastic Lipschitz coefficientsadapted M-solutions
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