Risk measures for processes and BSDEs (Q486926)

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Risk measures for processes and BSDEs
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    title
    Risk measures for processes and BSDEs (English)
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    author
    Irina Penner
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    Anthony Réveillac
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    publication date
    19 January 2015
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    Mathematics Subject Classification ID
    60G07
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    60H10
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    91B30
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    60G40
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    91B16
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    zbMATH DE Number
    6387647
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    zbMATH Keywords
    risk measures for processes
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    backward stochastic differential equations
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    discounting ambiguity
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    model ambiguity
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    cash subadditivity
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    OpenAlex ID
    W2154710747
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    arXiv ID
    1304.4853
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    cites work
    Q3613976
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    Q3957682
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    Q3957683
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    Stochastic Finance
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    Q5533878
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    Q4657107
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