A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579)
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scientific article; zbMATH DE number 6636097
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| English | A functional Itô's calculus approach to convex risk measures with jump diffusion |
scientific article; zbMATH DE number 6636097 |
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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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0.94664705
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0.8878492
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0.8865447
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0.8859813
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0.88419163
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0.8781508
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0.87813157
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0.8764857
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