"Dynamic risk measures: Time consistency and risk measures from BMO ..."

Jocelyne Bion-Nadal (2008)

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DOI: 10.1007/S00780-007-0057-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jocelyne Bion-Nadal:
Dynamic risk measures: Time consistency and risk measures from BMO martingales. Finance Stochastics 12(2): 219-244 (2008)

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