Pages that link to "Item:Q3449931"
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The following pages link to Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931):
Displaying 8 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- (Q3299448) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- Malliavin calculus in a binomial framework (Q4627094) (← links)
- Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)
