Random \(G\)-expectations (Q373831)
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scientific article; zbMATH DE number 6220085
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Random \(G\)-expectations |
scientific article; zbMATH DE number 6220085 |
Statements
Random \(G\)-expectations (English)
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25 October 2013
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\(G\)-expectation
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volatility uncertainty
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stochastic domain
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risk measure
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time-consistency
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0.8400363922119141
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0.8090734481811523
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0.7460479140281677
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0.7424148917198181
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