Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260)
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scientific article; zbMATH DE number 7060019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic risk measure for BSVIE with jumps and semimartingale issues |
scientific article; zbMATH DE number 7060019 |
Statements
Dynamic risk measure for BSVIE with jumps and semimartingale issues (English)
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28 May 2019
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Brownian motion
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compensated Poisson random measure
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backward stochastic Volterra integral equation
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risk measure
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semimartingale
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