\(g\)-expectation of distributions (Q2096196)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(g\)-expectation of distributions |
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\(g\)-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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