Equivalence between time consistency and nested formula
Year of publication: |
2020
|
---|---|
Authors: | Gérard, Henri ; De Lara, Michel ; Chancelier, Jean-Philippe |
Published in: |
Stochastic optimization: theory and applications. - New York, NY, USA : Springer. - 2020, p. 627-647
|
Subject: | Dynamic risk measur | Time consistency | Nested formula | Theorie | Theory | Zeitkonsistenz | Messung | Measurement |
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