Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Conic Finance via Backward Stochastic Difference Equations |
scientific article |
Statements
Dynamic Conic Finance via Backward Stochastic Difference Equations (English)
0 references
9 December 2015
0 references
dynamic acceptability index
0 references
dynamic conic finance
0 references
dynamic convex risk measures
0 references
\(g\)-expectation
0 references
transaction costs
0 references
dividend paying securities
0 references
dynamic bid and ask
0 references
arbitrage free pricing
0 references
illiquid market
0 references
0 references
0 references
0 references
0 references
0 references
