Random \(G\)-expectations (Q373831): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6220085 / rank | |||
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| Property / zbMATH Keywords | |||
\(G\)-expectation | |||
| Property / zbMATH Keywords: \(G\)-expectation / rank | |||
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volatility uncertainty | |||
| Property / zbMATH Keywords: volatility uncertainty / rank | |||
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stochastic domain | |||
| Property / zbMATH Keywords: stochastic domain / rank | |||
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risk measure | |||
| Property / zbMATH Keywords: risk measure / rank | |||
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time-consistency | |||
| Property / zbMATH Keywords: time-consistency / rank | |||
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Revision as of 11:06, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random \(G\)-expectations |
scientific article |
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Random \(G\)-expectations (English)
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25 October 2013
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\(G\)-expectation
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volatility uncertainty
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stochastic domain
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risk measure
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time-consistency
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