Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations |
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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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