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scientific article; zbMATH DE number 1563401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1563401 |
Statements
13 May 2001
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backward stochastic differential equation
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\(g\)-expectation
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\(g\)-martingale
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martingale convergence theorem
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uncertainty aversion
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