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Conditional nonlinear expectations - MaRDI portal

Conditional nonlinear expectations (Q2289810)

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Conditional nonlinear expectations
scientific article

    Statements

    title
    Conditional nonlinear expectations (English)
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    author
    Daniel Bartl
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    publication date
    24 January 2020
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    zbMATH Keywords
    nonlinear expectations
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    dual representation
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    Choquet capacity
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    tower property
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    dynamic programming
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    mathematical finance under uncertainty
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    cites work
    Q5386174
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    Q3415147
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    Q4550909
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    Minimax Theorems
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    Stochastic Finance
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    Probability
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    Identifiers

    Mathematics Subject Classification ID
    60A10
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    28A12
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    46N30
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    zbMATH DE Number
    7157657
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    OpenAlex ID
    W2964325526
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    arXiv ID
    1612.09103
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    Wikidata QID
    Q128172357
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