Dynamic Risk Measures and Path-Dependent Second Order PDEs (Q2801793)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Risk Measures and Path-Dependent Second Order PDEs |
scientific article |
Statements
Dynamic Risk Measures and Path-Dependent Second Order PDEs (English)
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22 April 2016
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path-dependent PDEs
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dynamic risk measures
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martingale problems
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