Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265)
From MaRDI portal
!
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 6004768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach |
scientific article; zbMATH DE number 6004768 |
Statements
Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (English)
0 references
10 February 2012
0 references
dynamic convex risk measures
0 references
time-consistency
0 references
\(g\)-expectation
0 references
discretization
0 references
convergence
0 references
special drivers
0 references
0 references
0 references
0 references
0 references
0.8329452276229858
0 references
0.8300784230232239
0 references
0.8222491145133972
0 references
0.814304769039154
0 references
0.811712384223938
0 references
