摘要翻译：
定义动态市场风险度量的不同方法在文献中可用。大多数是从概率论、经济行为或动态规划中集中或派生出来的。在此，我们提出了一种基于递归和状态经济表示的定义和实现动态市场风险度量的方法。建议的方法是可实施的，并继承了静态市场风险度量的性质。
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英文标题：
《Computational Dynamic Market Risk Measures in Discrete Time Setting》
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作者：
Babacar Seck, Robert J. Elliott, Jean-Pierre Gueyie
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
Different approaches to defining dynamic market risk measures are available in the literature. Most are focused or derived from probability theory, economic behavior or dynamic programming. Here, we propose an approach to define and implement dynamic market risk measures based on recursion and state economy representation. The proposed approach is to be implementable and to inherit properties from static market risk measures.
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