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Q4984414 - MaRDI portal

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scientific article; zbMATH DE number 7338894
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scientific article; zbMATH DE number 7338894

    Statements

    author
    Wei Chen
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    Zhimin Li
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    Xuefeng Zhang
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    publication date
    26 April 2021
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    zbMATH Keywords
    anticipated backward stochastic differential equations
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    stochastic processes
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    risk measures
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    time-consistency
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    Identifiers

    zbMATH DE Number
    7338894
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