No label defined (Q3096569)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
11 November 2011
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backward stochastic differential equation
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nonlinear expectation
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Brownian motion
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risk measure
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super-hedging
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parabolic partial differential equation
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\(g\)-expectation
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\(G\)-expectation
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\(g\)-martingale
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