Dynamic star-shaped risk measures and $g$-expectations
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Cited by:
- Bingchu Nie & Dejian Tian & Long Jiang, 2024. "Set-valued Star-Shaped Risk Measures," Papers 2402.18014, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2023-06-19 (Risk Management)
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