bielecki.cialenco.ea:17:survey¶
BibTeX Entry:
@article{bielecki.cialenco.ea:17:survey,
author = {Bielecki, Tomasz R. and Cialenco, Igor and Pitera, Marcin},
doi = {10.1186/s41546-017-0012-9},
fjournal = {Probability, Uncertainty and Quantitative Risk},
issn = {2095-9672,2367-0126},
journal = {Probab. Uncertain. Quant. Risk},
mrclass = {91B30 (60H30 62P05)},
mrnumber = {3625732},
pages = {Paper No. 3, 52},
title = {A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: {LM}-measure perspective},
url = {https://doi.org/10.1186/s41546-017-0012-9},
volume = {2},
year = {2017}
}