On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration

Julio Backhoff-Veraguas, Ludovic Tangpi

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Fingerprint

Dive into the research topics of 'On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration'. Together they form a unique fingerprint.

Mathematics

Keyphrases