COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259)

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COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
scientific article

    Statements

    title
    COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (English)
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    author
    Patrick Cheridito
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    Michael Kupper
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    publication date
    30 March 2011
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    zbMATH Keywords
    dynamic risk measures
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    time-consistency
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    dual representations
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    60G48
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    zbMATH DE Number
    5871443
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    OpenAlex ID
    W2117918035
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