Optimal Design of Dynamic Default Risk Measures (Q4903036)
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scientific article; zbMATH DE number 6127038
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| English | Optimal Design of Dynamic Default Risk Measures |
scientific article; zbMATH DE number 6127038 |
Statements
Optimal Design of Dynamic Default Risk Measures (English)
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19 January 2013
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dynamic entropic risk measure
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minimal risk
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inf-convolution
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backward stochastic differential equation
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0.8823192
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0.8802332
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0.8800782
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0.87591004
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0.87358105
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