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"A Unified Approach to Time Consistency of Dynamic Risk Measures and ..."
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera (2018)
- Tomasz R. Bielecki
, Igor Cialenco
, Marcin Pitera:
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time. Math. Oper. Res. 43(1): 204-221 (2018)
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