Additivity of the \(g\)-expectation for affine-related random variables (Q5453071)
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scientific article; zbMATH DE number 5259921
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| English | Additivity of the \(g\)-expectation for affine-related random variables |
scientific article; zbMATH DE number 5259921 |
Statements
4 April 2008
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\(g\)-expectation
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affine-related
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additivity
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0.8215339183807373
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0.7584755420684814
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0.739261269569397
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0.7363086342811584
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0.728102445602417
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