Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119): Difference between revisions

@@ Property / author @@
+Martijn R. Pistorius
@@ Property / author: Martijn R. Pistorius / rank @@
+Normal rank
@@ Property / author @@
+Marc Yor
@@ Property / author: Marc Yor / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6366181
@@ Property / zbMATH DE Number: 6366181 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discounted variance gamma
@@ Property / zbMATH Keywords: discounted variance gamma / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+measure distortions
@@ Property / zbMATH Keywords: measure distortions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inhomogeneous loss process
@@ Property / zbMATH Keywords: inhomogeneous loss process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+law invariant risk measures
@@ Property / zbMATH Keywords: law invariant risk measures / rank @@
+Normal rank

Revision as of 16:54, 30 June 2023