Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures |
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Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (English)
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19 March 2008
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backward stochastic differential equation
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\(g\)-expectation
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translation invariance of \(g\)-expectation
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convexity of \(g\)-expectation
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risk measure
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