Type of Publication: | Journal article |
Author: | Kohlmann, Michael; Xiong, Dewen |
Year of publication: | 2010 |
Published in: | Stochastic analysis and applications ; 28 (2010), 2. - pp. 171-189 |
DOI (citable link): | https://dx.doi.org/10.1080/07362990903546348 |
MSC Classification: | 60H30; 60G44; 90A09 |
Subject (DDC): | 510 Mathematics |
Keywords: | Dynamic convex valuation (DCV), Egk2-Dominated DCV, g-Expectation, Time-consistent property |
Bibliography of Konstanz: | Yes |
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KOHLMANN, Michael, Dewen XIONG, 2010. The S-related dynamic convex valuation in the brownian motion setting. In: Stochastic analysis and applications. 28(2), pp. 171-189. Available under: doi: 10.1080/07362990903546348
@article{Kohlmann2010Srela-799, title={The S-related dynamic convex valuation in the brownian motion setting}, year={2010}, doi={10.1080/07362990903546348}, number={2}, volume={28}, journal={Stochastic analysis and applications}, pages={171--189}, author={Kohlmann, Michael and Xiong, Dewen} }
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