Time-consistent conditional expectation under probability distortion (Q4958560)
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scientific article; zbMATH DE number 7395115
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-consistent conditional expectation under probability distortion |
scientific article; zbMATH DE number 7395115 |
Statements
Time-Consistent Conditional Expectation Under Probability Distortion (English)
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14 September 2021
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probability distortion
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time inconsistency
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nonlinear expectation
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0.7531428933143616
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0.7466728687286377
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0.7386020421981812
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