Nonlinear expectations of random sets (Q2022754)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear expectations of random sets |
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Nonlinear expectations of random sets (English)
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29 April 2021
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multiasset portfolio
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random set
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selection expectation
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sublinear expectation
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superlinear expectation
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set-valued function
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transaction costs
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utility
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