Ararat, Çağın; Feinstein, Zachary Set-valued risk measures as backward stochastic difference inclusions and equations. (English) Zbl 1461.91363 Finance Stoch. 25, No. 1, 43-76 (2021). MSC: 91G70 26E25 28B20 39A50 PDFBibTeX XMLCite \textit{Ç. Ararat} and \textit{Z. Feinstein}, Finance Stoch. 25, No. 1, 43--76 (2021; Zbl 1461.91363) Full Text: DOI arXiv
Bion-Nadal, Jocelyne Dynamic risk measures: Time consistency and risk measures from BMO martingales. (English) Zbl 1150.91024 Finance Stoch. 12, No. 2, 219-244 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B30 91B70 60G44 28A20 46A20 PDFBibTeX XMLCite \textit{J. Bion-Nadal}, Finance Stoch. 12, No. 2, 219--244 (2008; Zbl 1150.91024) Full Text: DOI