Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach
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Cited in
(19)- Set-valued risk measures as backward stochastic difference inclusions and equations
- Continuous-time limits of multi-period cost-of-capital margins
- Fair valuation of insurance liability cash-flow streams in continuous time: theory
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
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