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scientific article; zbMATH DE number 7338894 - MaRDI portal

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Publication:4984414

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DOI10.13548/J.SXZZ.2020.06.008zbMath1474.91250MaRDI QIDQ4984414

Wei Chen, Zhi-Min Li, Xuefeng Zhang

Publication date: 26 April 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic processes risk measures time-consistency anticipated backward stochastic differential equations

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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