The<i>S</i>-Related Dynamic Convex Valuation in the Brownian Motion Setting (Q5305274)
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scientific article; zbMATH DE number 5685281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The<i>S</i>-Related Dynamic Convex Valuation in the Brownian Motion Setting |
scientific article; zbMATH DE number 5685281 |
Statements
The<i>S</i>-Related Dynamic Convex Valuation in the Brownian Motion Setting (English)
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19 March 2010
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dynamic convex valuation (DCV)
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\(\mathcal E_{g^2_k}\)-dominated DCV
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\(g\)-expectation
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time-consistent property
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