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20082026
most citedThe Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient

4 citations · 13 across the 11 of their papers we have counts for

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q-fin.RM2022

On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures

Guangyan Jia, Mengjin Zhao

We give an axiomatic framework for conditional generalized deviation measures. Under financially reasonable assumptions, we give the correspondence between conditional coherent ris…