Risk measures for processes and BSDEs
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References listed on IDEAS
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More about this item
KeywordsConvex risk measures for processes; Discounting ambiguity; Model ambiguity; Cash subadditivity; Decomposition of optional measures; BSDEs;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-27 (All new papers)
- NEP-RMG-2013-04-27 (Risk Management)
- NEP-UPT-2013-04-27 (Utility Models & Prospect Theory)
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