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scientific article; zbMATH DE number 5971068
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| English | No label defined |
scientific article; zbMATH DE number 5971068 |
Statements
11 November 2011
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backward stochastic differential equation
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nonlinear expectation
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Brownian motion
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risk measure
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super-hedging
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parabolic partial differential equation
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\(g\)-expectation
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\(G\)-expectation
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\(g\)-martingale
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0.96348643
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0.9576016
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0.9572364
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0.95141053
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0.94629395
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