"An ergodic BSDE approach to forward entropic risk measures: representation ..."

Wing Fung Chong et al. (2019)

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DOI: 10.1007/S00780-018-0377-3

access: open

type: Journal Article

metadata version: 2023-06-26

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  - https://dblp.org/rec/journals/fs/ChongHLZ19
Wing Fung Chong, Ying Hu, Gechun Liang, Thaleia Zariphopoulou:
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. Finance Stochastics 23(1): 239-273 (2019)

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