Concentration of dynamic risk measures in a Brownian filtration (Q1999909)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration of dynamic risk measures in a Brownian filtration |
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Concentration of dynamic risk measures in a Brownian filtration (English)
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27 June 2019
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dynamic risk measures
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backward stochastic differential equations
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Brownian filtration
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superquadratic growth
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concentration inequalities
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transportation inequalities
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