An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior
Crossref DOI link: https://doi.org/10.1007/s00780-018-0377-3
Published Online: 2018-12-12
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chong, Wing Fung
Hu, Ying
Liang, Gechun
Zariphopoulou, Thaleia
Text and Data Mining valid from 2018-12-12
Article History
Received: 14 April 2018
Accepted: 24 September 2018
First Online: 12 December 2018