Information and dynamic coherent risk measures
From MaRDI portal
Publication:995406
zbMath1231.60090MaRDI QIDQ995406
Dewen Xiong, Wencai Chen, Zhong-Xing Ye
Publication date: 3 September 2007
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)
This page was built for publication: Information and dynamic coherent risk measures
