On a generalized optional decomposition theorem (Q2811115)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a generalized optional decomposition theorem |
scientific article |
Statements
On a generalized optional decomposition theorem (English)
0 references
10 June 2016
0 references
predictable convexity
0 references
robust hedging
0 references
sublinear expectation
0 references
optional decomposition
0 references