Tight approximations of dynamic risk measures (Q3449453)
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scientific article; zbMATH DE number 6504535
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tight approximations of dynamic risk measures |
scientific article; zbMATH DE number 6504535 |
Statements
Tight Approximations of Dynamic Risk Measures (English)
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4 November 2015
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coherent risk measures
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dynamic consistency
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tight approximations
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submodular functions
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polymatroids
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0.7863155007362366
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0.7833493947982788
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0.7778088450431824
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0.7682347297668457
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0.7667993903160095
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