Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal supersolutions of BSDEs under volatility uncertainty |
scientific article |
Statements
Minimal supersolutions of BSDEs under volatility uncertainty (English)
0 references
27 May 2015
0 references
backward stochastic differential equations
0 references
minimal supersolutions
0 references
volatility uncertainty
0 references
\(G\)-expectation
0 references
0 references
0 references
0 references
0 references
