Nonlinear expectations of random sets (Q2022754)
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scientific article; zbMATH DE number 7341430
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| English | Nonlinear expectations of random sets |
scientific article; zbMATH DE number 7341430 |
Statements
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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0.9131043
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0.8938626
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0.8926181
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0.89150894
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0.8887447
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0.88079906
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