Backward stochastic difference equations for dynamic convex risk measures on a binomial tree

Robert J. Elliott, Tak Kuen Siu, Samuel N. Cohen. Backward stochastic difference equations for dynamic convex risk measures on a binomial tree. J. Applied Probability, 52(3):771-785, 2015. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.