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内部出版物
在“
Elsevier电子期刊
”中,
命中:
3
条,耗时:小于0.01 秒
1.
Convergence of BSEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver
作者:
Dilip Madan
a
;
dbm@rhsmith.umd.edu" class="auth_mail" title="E-mail the corresponding author
;
Martijn Pistorius
b
;
m.pistorius@imperial.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Mitja
Stadje
c
;
mitja
.
stadje
@uni-ulm.de" class="auth_mail" title="E-mail the corresponding author
关键词:
60H10
;
60Fxx
刊名:Stochastic Processes and their Applications
出版年:2016
2.
Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
作者:
Mitja
Stadje
关键词:
Dynamic convex risk measures
;
Time-consistency
;
;
none
;
color
;
black"" href=""/science?_ob=MathURL&_method=retrieve&_udi=B6V8N-50SGP8J-3&_mathId=mml2&_user=10&_cdi=5875&_pii=S016766871000096X&_rdoc=14&_issn=01676687
刊名:Insurance: Mathematics and Economics
出版年:2010
3.
Time-inconsistency of VaR and time-consistent alternatives
作者:
Patrick Cheridito
;
Mitja
Stadje
关键词:
Value-at-Risk
;
Time-consistency
;
Composed Value-at-Risk
;
Composed average Value-at-Risk
刊名:Finance Research Letters
出版年:2009
1
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