Time consistent dynamic risk processes (Q1004410)

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English
Time consistent dynamic risk processes
scientific article

    Statements

    title
    Time consistent dynamic risk processes (English)
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    publication date
    10 March 2009
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    zbMATH Keywords
    dynamic risk measures
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    time consistency
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    BMO martingales
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    snell envelope
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B30
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    91B70
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    60G17
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    60G44
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    46A20
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    zbMATH DE Number
    5527436
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    OpenAlex ID
    W1982403027
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    arXiv ID
    math/0607212
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