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Some properties of nonlinear expectations - MaRDI portal

Some properties of nonlinear expectations (Q5142828)

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scientific article; zbMATH DE number 7294955
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English
Some properties of nonlinear expectations
scientific article; zbMATH DE number 7294955

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    14 January 2021
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    nonlinear expectation
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    sublinear expectation
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    convex expectation
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    coherent risk measure
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    convex risk measure
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    Some properties of nonlinear expectations (English)
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