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"Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations ..."

Giulia Di Nunno, Emanuela Rosazza Gianin (2024)

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DOI: 10.1137/23M1546804

access: closed

type: Journal Article

metadata version: 2024-06-10

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Giulia Di Nunno, Emanuela Rosazza Gianin:
Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. SIAM J. Financial Math. 15(2): 399-435 (2024)

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