Pages that link to "Item:Q1004410"
From MaRDI portal
The following pages link to Time consistent dynamic risk processes (Q1004410):
Displaying 8 items.
- Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Set-valued backward stochastic differential equations (Q6187467) (← links)
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)