Relation between constancy of \(g\)-expectations and \(g(y,0,t)=0\) (Q5320433)
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scientific article; zbMATH DE number 5584790
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| English | Relation between constancy of \(g\)-expectations and \(g(y,0,t)=0\) |
scientific article; zbMATH DE number 5584790 |
Statements
22 July 2009
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backward stochastic differential equations
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\(g\)-expectation
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risk measure
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0.8181410431861877
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0.7924180030822754
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0.7921542525291443
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0.7824737429618835
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0.7806838750839233
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