Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681)
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scientific article; zbMATH DE number 6374510
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| English | Cooperative hedging in the complete market under \(g\)-expectation constraint |
scientific article; zbMATH DE number 6374510 |
Statements
Cooperative hedging in the complete market under \(g\)-expectation constraint (English)
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27 November 2014
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hedging
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Neyman-Pearson lemma
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\(g\)-probability
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backward stochastic differential equation
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0.8716837763786316
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0.8433975577354431
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0.8418291211128235
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0.7778912782669067
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0.7760244607925415
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