A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE Approach to Convex Risk Measures for Derivative Securities |
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A BSDE Approach to Convex Risk Measures for Derivative Securities (English)
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13 December 2012
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backward stochastic differential equations
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Clark-Ocone representation
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convex risk measures
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derivative securities
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Malliavin derivatives
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