On the integral representation of \(g\)-expectations (Q974028): Difference between revisions

@@ Property / author @@
-Ming Shang Hu
@@ Property / author: Ming Shang Hu / rank @@
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+Ming Shang Hu
@@ Property / author: Ming Shang Hu / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2010.04.008
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@@ Property / OpenAlex ID @@
+W1996284532
@@ Property / OpenAlex ID: W1996284532 / rank @@
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@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+Choquet expectation and Peng's \(g\)-expectation
@@ Property / cites work: Choquet expectation and Peng's \(g\)-expectation / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Minimax pricing and Choquet pricing
@@ Property / cites work: Minimax pricing and Choquet pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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+Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
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+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank