Robust mean-variance hedging via \(G\)-expectation (Q2419972)
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scientific article; zbMATH DE number 7062616
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| English | Robust mean-variance hedging via \(G\)-expectation |
scientific article; zbMATH DE number 7062616 |
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Robust mean-variance hedging via \(G\)-expectation (English)
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4 June 2019
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\(G\)-expectation
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\(G\)-martingale representation theorem
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0.7984803915023804
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0.7915083765983582
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0.7845455408096313
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0.7842260599136353
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0.7842260599136353
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