A class of time inconsistent risk measures and backward stochastic Volterra integral equations (Q4921213)
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scientific article; zbMATH DE number 6165394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of time inconsistent risk measures and backward stochastic Volterra integral equations |
scientific article; zbMATH DE number 6165394 |
Statements
A class of time inconsistent risk measures and backward stochastic Volterra integral equations (English)
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23 May 2013
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backward stochastic Volterra integral equations
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adapted M-solutions
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dynamic coherent risk measures
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stochastic Lipschitz coefficients
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time-inconsistency
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