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\(g\)-expectation of distributions - MaRDI portal

\(g\)-expectation of distributions (Q2096196)

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\(g\)-expectation of distributions
scientific article

    Statements

    title
    \(g\)-expectation of distributions (English)
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    author
    Mingyu Xu
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    Zuo Quan Xu
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    Xun Yu Zhou
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    publication date
    16 November 2022
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    zbMATH Keywords
    BSDE
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    \(g\)-expectation
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    probability distribution
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    cost efficiency
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    law-invariance
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    portfolio selection
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60E05
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    91G10
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    zbMATH DE Number
    7617814
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    OpenAlex ID
    W4312573283
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    arXiv ID
    2208.06535
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    DOI
    10.3934/PUQR.2022021
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