Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (Q3502182)

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Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
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    title
    Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (English)
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    publication date
    22 May 2008
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    Mathematics Subject Classification ID
    91B30
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    91B70
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    60H20
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    zbMATH DE Number
    5278231
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