Law-invariant BSDEs with quadratic growth receive new characterizations that answer an open question, and law-invariant dynamic risk measures are shown to admit entropic or time-dependent certainty equivalent representations.
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Law-invariant BSDEs and dynamic risk measures: new characterizations
Law-invariant BSDEs with quadratic growth receive new characterizations that answer an open question, and law-invariant dynamic risk measures are shown to admit entropic or time-dependent certainty equivalent representations.