MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g‐EXPECTATION

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Publication:5739194

DOI10.1111/mafi.12062zbMath1378.91128arXiv1011.3685OpenAlexW2134744124MaRDI QIDQ5739194

Yu-hong Xu

Publication date: 15 July 2016

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3685




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