Risk measures for processes and BSDEs (Q486926)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk measures for processes and BSDEs |
scientific article |
Statements
Risk measures for processes and BSDEs (English)
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19 January 2015
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risk measures for processes
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backward stochastic differential equations
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discounting ambiguity
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model ambiguity
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cash subadditivity
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0.8292878866195679
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0.8102980852127075
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0.8035154938697815
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0.7875664830207825
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0.7869426608085632
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