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A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Pitera, Marcin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 204-221
Persistent link: https://www.econbiz.de/10011818748
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