Time consistency of dynamic risk measures in markets with transaction costs (Q5397475)
From MaRDI portal
scientific article; zbMATH DE number 6260419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency of dynamic risk measures in markets with transaction costs |
scientific article; zbMATH DE number 6260419 |
Statements
Time consistency of dynamic risk measures in markets with transaction costs (English)
0 references
20 February 2014
0 references
risk measures
0 references
multivariate contingent claims
0 references
dynamic models
0 references
transaction costs
0 references
0 references
