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Set-valued dynamic risk measures for
bounded
discrete-time
processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012270994
Saved in:
2
Time consistency for set-valued dynamic risk measures for
bounded
discrete-time
processes
Chen, Yanhong
;
Hu, Yijun
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 305-333
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011963856
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