A backward stochastic differential equation based on infinite horizon and its application (Q5320106)
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scientific article; zbMATH DE number 5584511
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A backward stochastic differential equation based on infinite horizon and its application |
scientific article; zbMATH DE number 5584511 |
Statements
22 July 2009
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backward stochastic differential equation
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g-expectation
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uncertainty aversion
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0.8498087525367737
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0.842605471611023
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0.8254457712173462
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0.8102885484695435
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0.7989077568054199
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