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Dynamic Risk Measures and Path-Dependent Second Order PDEs - MaRDI portal

Dynamic Risk Measures and Path-Dependent Second Order PDEs (Q2801793)

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scientific article
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Dynamic Risk Measures and Path-Dependent Second Order PDEs
scientific article

    Statements

    title
    Dynamic Risk Measures and Path-Dependent Second Order PDEs (English)
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    publication date
    22 April 2016
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    zbMATH Keywords
    path-dependent PDEs
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    dynamic risk measures
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    martingale problems
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H15
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    60J60
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    60G44
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    35D40
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    35R15
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    35K55
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    91B30
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    zbMATH DE Number
    6572193
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    OpenAlex ID
    W2237174654
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