Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283): Difference between revisions

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+https://doi.org/10.1080/07362990903546595
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+W1996013576
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@@ Property / cites work @@
+Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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+Continuous properties of \(g\)-martingales
@@ Property / cites work: Continuous properties of \(g\)-martingales / rank @@
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+Choquet expectation and Peng's \(g\)-expectation
@@ Property / cites work: Choquet expectation and Peng's \(g\)-expectation / rank @@
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
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@@ Property / cites work @@
+Asymptotic expansions of transition densities for hybrid jump-diffusions
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+Nonlinear expectations and nonlinear Markov chains
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@@ links / mardi / name / links / mardi / name @@
+Publication:5305283