Nonlinear expectations and limit theorems

MaRDI QIDQ2928745zbMATH OpenFDO

Authors Hyeong-Ohk Bae, Hyeng Keun Koo, Zengjing Chen

Publication date 10 November 2014

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Utility theory (91B16) Financial applications of other theories (91G80)

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