TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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Publication:5411393
DOI10.1111/mafi.12026zbMath1303.91095arXiv1109.1749OpenAlexW3121334078MaRDI QIDQ5411393
Publication date: 23 April 2014
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.1749
\(g\)-expectationfinancial riskactuarial valuation principlesmarket-consistent evaluationtime-consistent evaluationtwo-step market evaluation
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