Dynamic risk measures for processes via backward stochastic differential equations (Q2415962)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic risk measures for processes via backward stochastic differential equations |
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Dynamic risk measures for processes via backward stochastic differential equations (English)
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23 May 2019
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dynamic risk measure for processes
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dynamic convex risk measure
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dynamic coherent risk measure
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backward stochastic differential equation
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\(g\)-expectation
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