Dynamic risk measures for processes via backward stochastic differential equations (Q2415962)
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scientific article; zbMATH DE number 7057804
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| English | Dynamic risk measures for processes via backward stochastic differential equations |
scientific article; zbMATH DE number 7057804 |
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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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0.8784252405166626
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0.8687794804573059
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0.8582836985588074
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0.8564736247062683
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0.8372156620025635
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