Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall

Fuente: arXiv

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Bibliographic Details
Main Authors:	Di Nunno, Giulia, Gianin, Emanuela Rosazza
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.14024