The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations |
scientific article; zbMATH DE number 5522231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations |
scientific article; zbMATH DE number 5522231 |
Statements
The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (English)
0 references
2 March 2009
0 references
0 references
