Risk measures for processes and BSDEs (Q486926)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6387647
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk measures for processes and BSDEs |
scientific article; zbMATH DE number 6387647 |
Statements
Risk measures for processes and BSDEs (English)
0 references
19 January 2015
0 references
risk measures for processes
0 references
backward stochastic differential equations
0 references
discounting ambiguity
0 references
model ambiguity
0 references
cash subadditivity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8292878866195679
0 references
0.8102980852127075
0 references
0.8035154938697815
0 references
0.7875664830207825
0 references
0.7869426608085632
0 references
