Generalized entropic risk measures and related BSDEs (Q2244447)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized entropic risk measures and related BSDEs |
scientific article |
Statements
Generalized entropic risk measures and related BSDEs (English)
0 references
12 November 2021
0 references
generalized relative entropy
0 references
variational representation
0 references
generalized entropic risk measure
0 references
BSDE
0 references
