Minimax pricing and Choquet pricing (Q2499830)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimax pricing and Choquet pricing |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax pricing and Choquet pricing |
scientific article |
Statements
Minimax pricing and Choquet pricing (English)
0 references
14 August 2006
0 references
Choquet-expectation
0 references
capacity
0 references
backward stochastic differential equation (BSDE)
0 references
minimax expectation
0 references
