Dynamic risk measures: Time consistency and risk measures from BMO martingales
| Year of publication: |
2008
|
|---|---|
| Authors: | Bion-Nadal, Jocelyne |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 2, p. 219-244
|
| Publisher: |
Springer |
| Subject: | Dynamic risk measures | Conditional risk measures | Time consistency | BMO martingales |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613443