Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114)
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scientific article; zbMATH DE number 7381000
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| English | Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations |
scientific article; zbMATH DE number 7381000 |
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Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (English)
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11 August 2021
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backward stochastic Volterra integral equation
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quadratic generator
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comparison theorem
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equilibrium dynamic risk measure
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equilibrium recursive utility process
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time-consistency
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0.8500428795814514
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0.8435137271881104
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0.8130856156349182
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0.8123534917831421
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0.8048021793365479
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