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Risk measures for processes and BSDEs. (2013). Reveillac, Anthony ; Penner, Irina.
In: Papers.
RePEc:arx:papers:1304.4853.

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Cocites

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  7. Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , .
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  8. Dynamic systemic risk measures for bounded discrete time processes. (2019). Zilch, K ; Overbeck, L ; Kromer, E.
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  11. Time-consistency of risk measures: how strong is such a property?. (2019). Mastrogiacomo, Elisa ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela .
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  39. Risk measures for processes and BSDEs. (2013). Reveillac, Anthony ; Penner, Irina.
    In: Papers.
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