Dynamic monetary risk measures for bounded discrete-time processes (Q850394)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic monetary risk measures for bounded discrete-time processes |
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Dynamic monetary risk measures for bounded discrete-time processes (English)
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3 November 2006
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Conditional monetary risk measures
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Conditional monetary utility functions
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Conditional dual representations
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Dynamic monetary risk measures
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Dynamic monetary utility functions
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Time-consistency
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Decomposition property of acceptance sets
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Concatenation of adapted increasing processes of integrable variation
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