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Time-Consistent Conditional Expectation Under Probability Distortion - MaRDI portal

Time-Consistent Conditional Expectation Under Probability Distortion (Q4958560)

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scientific article; zbMATH DE number 7395115
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Time-Consistent Conditional Expectation Under Probability Distortion
scientific article; zbMATH DE number 7395115

    Statements

    title
    Time-Consistent Conditional Expectation Under Probability Distortion (English)
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    publication date
    14 September 2021
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    zbMATH Keywords
    probability distortion
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    time inconsistency
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    nonlinear expectation
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    Identifiers

    zbMATH DE Number
    7395115
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    OpenAlex ID
    W3135396486
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    arXiv ID
    1809.08262
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