Convexity of $g$-expectations and its application (Q5383547)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7070685
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convexity of $g$-expectations and its application |
scientific article; zbMATH DE number 7070685 |
Statements
21 June 2019
0 references
backward stochastic differential equation
0 references
$g$-expectation
0 references
conditional convexity
0 references
dynamic convex risk measure
0 references
0.9151226282119752
0 references
0.8745120763778687
0 references
0.850519061088562
0 references
0.8102136850357056
0 references
0.8076308369636536
0 references
