An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (Q5305276)
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scientific article; zbMATH DE number 5685283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market |
scientific article; zbMATH DE number 5685283 |
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An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (English)
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19 March 2010
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backward semimartingale equation (BSE)
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dynamic convex risk measure
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dynamic convex valuation (DCV)
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time-consistent property
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