Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations (Q2999822)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations |
scientific article |
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Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations (English)
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17 May 2011
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backward stochastic differential equations (BSDEs)
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nonlinear expectation
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time consistency
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