scientific article; zbMATH DE number 5117421

zbMATH Open1120.46050MaRDI QIDQ3416482FDOQ3416482

Authors: Jocelyne Bion-Nadal 

Publication date: 22 January 2007

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Girsanov theoremfree probability theoryfree Brownian motionfree products of \(C^*\)-algebras

Mathematics Subject Classification ID

Brownian motion (60J65) Free probability and free operator algebras (46L54) Free products of (C^*)-algebras (46L09)

Cited In (3)

• CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK
• Optimal Design of Dynamic Default Risk Measures
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective

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