Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach |
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Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (English)
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10 February 2012
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dynamic convex risk measures
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time-consistency
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\(g\)-expectation
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discretization
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convergence
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special drivers
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