Numerical schemes for \(G\)-expectations (Q392683)
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scientific article; zbMATH DE number 6245582
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| English | Numerical schemes for \(G\)-expectations |
scientific article; zbMATH DE number 6245582 |
Statements
Numerical schemes for \(G\)-expectations (English)
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15 January 2014
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\(G\)-expectations
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volatility uncertainty
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strong approximation theorems
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0.8270315527915955
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0.795299232006073
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0.7391324639320374
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