AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067)
From MaRDI portal
scientific article; zbMATH DE number 7384596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK |
scientific article; zbMATH DE number 7384596 |
Statements
AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (English)
0 references
24 August 2021
0 references
forward exponential performance
0 references
maturity independent risk measure
0 references
forward entropic risk measure
0 references
jump-diffusion
0 references
ergodic BSDEs
0 references
long-term maturity behavior
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
