Minimax pricing and Choquet pricing (Q2499830)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax pricing and Choquet pricing |
scientific article |
Statements
Minimax pricing and Choquet pricing (English)
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14 August 2006
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Choquet-expectation
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capacity
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backward stochastic differential equation (BSDE)
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minimax expectation
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