scientific article; zbMATH DE number 5117421

MaRDI QIDQ3416482zbMATH OpenFDO

Authors Jocelyne Bion-Nadal

Publication date 22 January 2007

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)

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Cited in

(3)

• 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
• CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK

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