A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional Itô's calculus approach to convex risk measures with jump diffusion |
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A functional Itô's calculus approach to convex risk measures with jump diffusion (English)
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7 October 2016
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risk management
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convex risk measure
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non-Markovian jump-diffusion model
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functional Itô's calculus
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entropic risk measure
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