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Dynamic Risk Measures for Anticipated Backward Doubly Stochastic Volterra Integral Equations
Inspired by the consideration of some inside and future market information in financial market, a class of anticipated backward doubly stochastic Volterra integral equations (ABDSVIEs) are introduced to induce dynamic risk measures for risk quantification. The theory, including the existence, unique...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8699945/ https://www.ncbi.nlm.nih.gov/pubmed/34945885 http://dx.doi.org/10.3390/e23121580 |