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Numerical schemes for \(G\)-expectations - MaRDI portal

Numerical schemes for \(G\)-expectations (Q392683)

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Numerical schemes for \(G\)-expectations
scientific article

    Statements

    title
    Numerical schemes for \(G\)-expectations (English)
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    author
    Yan Dolinsky
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    publication date
    15 January 2014
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    zbMATH Keywords
    \(G\)-expectations
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    volatility uncertainty
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    strong approximation theorems
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    Identifiers

    DOI
    10.1214/EJP.v17-2284
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    Mathematics Subject Classification ID
    60F15
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    60G44
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    91B24
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    zbMATH DE Number
    6245582
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    arXiv ID
    1109.3430
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