CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY |
scientific article |
Statements
CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (English)
0 references
7 December 2009
0 references
risk measures
0 references
Fenchel-Legendre transform
0 references
model uncertainty
0 references
inf-convolution
0 references
backward stochastic differential equations
0 references
