Two price economies in continuous time (Q470719): Difference between revisions
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| Property / author | |||
| Property / author: Martijn R. Pistorius / rank | |||
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| Property / author: Marc Yor / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B24 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6369111 / rank | |||
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| Property / zbMATH Keywords | |||
distorted expectation | |||
| Property / zbMATH Keywords: distorted expectation / rank | |||
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Choquet capacity | |||
| Property / zbMATH Keywords: Choquet capacity / rank | |||
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nonlinear expectations | |||
| Property / zbMATH Keywords: nonlinear expectations / rank | |||
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G-expectations | |||
| Property / zbMATH Keywords: G-expectations / rank | |||
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acceptable risks | |||
| Property / zbMATH Keywords: acceptable risks / rank | |||
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Revision as of 16:32, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two price economies in continuous time |
scientific article |
Statements
Two price economies in continuous time (English)
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13 November 2014
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distorted expectation
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Choquet capacity
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nonlinear expectations
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G-expectations
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acceptable risks
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