On the minimal members of convex expectations

DOI10.1016/j.jmaa.2010.10.072zbMath1213.60115OpenAlexW1999197377MaRDI QIDQ624553

Guangyan Jia, James Huang

Publication date: 9 February 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.072

zbMATH Keywords

Jensen's inequalityconcave expectationConvex expectationLinear expectation

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items (1)

On the minimal members of convex expectations with constraints

Cites Work

• Convex measures of risk and trading constraints
• Filtration-consistent nonlinear expectations and related \(g\)-expectations
• On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
• Coherent Measures of Risk
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the minimal members of convex expectations