Hyperfinite construction of \(G\)-expectation (Q5086416)
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scientific article; zbMATH DE number 7553356
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hyperfinite construction of \(G\)-expectation |
scientific article; zbMATH DE number 7553356 |
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Hyperfinite construction of <i>G</i>-expectation (English)
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5 July 2022
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\(G\)-expectation
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volatility uncertainty
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weak limit theorem
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lifting theorem
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nonstandard analysis
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hyperfinite discretization
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0.7693737745285034
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0.7391324639320374
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0.7282225489616394
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