Pages that link to "Item:Q2048192"
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The following pages link to Time consistency of multi-period distortion measures (Q2048192):
Displaying 6 items.
- Time-consistency of risk measures with GARCH volatilities and their estimation (Q254504) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Time consistent dynamic risk measures (Q2500793) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)