A class of time inconsistent risk measures and backward stochastic Volterra integral equations
Tanxiao Wang and Yufeng Shi
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Tianxiao ; Shi, Yufeng |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 1, p. 17-24
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| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Zeitkonsistenz | Time consistency | Messung | Measurement | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009782605