\(g\)-expectation of distributions (Q2096196)
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scientific article; zbMATH DE number 7617814
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | \(g\)-expectation of distributions |
scientific article; zbMATH DE number 7617814 |
Statements
\(g\)-expectation of distributions (English)
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16 November 2022
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BSDE
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\(g\)-expectation
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probability distribution
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cost efficiency
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law-invariance
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portfolio selection
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0.8056444525718689
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0.803661048412323
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0.8004677295684814
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0.7822697162628174
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