Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps

DOI10.1080/03610926.2023.2206503MaRDI QIDQ6573061

Unnamed Author, Yan-Hong Chen

Publication date: 16 July 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Diffusion processes (60J60) General theory of stochastic processes (60G07) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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