首页> 外文OA文献 >A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective

【2h】

A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective

机译：LM-measure观点的离散时间动态风险度量和动态绩效度量的时间一致性调查

代理获取

本网站仅为用户提供外文OA文献查询和代理获取服务，本网站没有原文。下单后我们将采用程序或人工为您竭诚获取高质量的原文，但由于OA文献来源多样且变更频繁，仍可能出现获取不到、文献不完整或与标题不符等情况，如果获取不到我们将提供退款服务。请知悉。

页面导航

著录项
引文网络
相似文献
相关主题

著录项

作者
Tomasz R. Bielecki; Igor Cialenco; Marcin Pitera;
展开▼
作者单位

展开▼
年度 2017
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective [J] . Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera Probability, Uncertainty and Quantitative Risk . 2017,第1期

机译：LM-measure观点的离散时间动态风险度量和动态绩效度量的时间一致性调查
2. A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time [J] . Bielecki Tomasz R., Cialenco Igor, Pitera Marcin Mathematics of operations research . 2018,第1期

机译：行动风险措施和动态性能措施在离散时间方面的统一方法统一方法
3. Time consistency for set-valued dynamic risk measures for bounded discrete-time processes [J] . Yanhong Chen, Yijun Hu Mathematics and financial economics . 2018,第3期

机译：有界离散时间过程的集值动态风险度量的时间一致性
4. Discrete-time Risk Measures with Time Consistency [C] . Sun Jian, Wang Yan, Zhao Ze-bin . 2006

机译：具有时间一致性的离散时间风险度量
5. Dynamic risk measures and backward stochastic differential equations: From discrete to continuous time. [D] . Stadje, Mitja. 2009

机译：动态风险度量和后向随机微分方程：从离散时间到连续时间。
6. The Dynamics of Income and Neighborhood Context for Population Health: Do Long Term Measures of Socioeconomic Status Explain More of the Black/White Health Disparity than Single-Point-In-Time Measures? [O] . D. Phuong Do -1

机译：人口健康收入和邻里背景的动态：执行社会经济地位的长期措施解释了比单时 - 时间点措施更多的黑人/白色健康差异？
7. A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time : LM-measure perspective [O] . Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin 2017

机译：离散时间动态风险度量和动态绩效度量的时间一致性调查：LM度量视角

A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective

著录项

引文网络

相似文献

相关主题

期刊订阅