A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389)
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scientific article; zbMATH DE number 7323758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes |
scientific article; zbMATH DE number 7323758 |
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A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (English)
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17 March 2021
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dynamic risk measures
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forward-backward stochastic differential equations
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stochastic maximum principle
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financial risk management
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