Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic difference equations for dynamic convex risk measures on a binomial tree |
scientific article |
Statements
Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (English)
0 references
30 October 2015
0 references
dynamic convex risk measure
0 references
conditional nonlinear expectation
0 references
binomial tree
0 references
backward stochastic difference equation
0 references
stochastic distortion probability
0 references
0 references
0 references
