Dynamic risk measures : time consistency and risk measures from BMO martingales
Jocelyne Bion-Nadal
| Year of publication: |
2008
|
|---|---|
| Authors: | Bion-Nadal, Jocelyne |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 2, p. 219-244
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| Subject: | Martingal | Martingale | Entscheidung unter Risiko | Decision under risk | Unvollkommener Markt | Incomplete market | Messung | Measurement | Zeitkonsistenz | Time consistency | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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/10003716264