DYNAMIC RISK MEASURES AND G-EXPECTATION (Q5403883)
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scientific article; zbMATH DE number 6271636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC RISK MEASURES AND G-EXPECTATION |
scientific article; zbMATH DE number 6271636 |
Statements
DYNAMIC RISK MEASURES AND G-EXPECTATION (English)
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19 March 2014
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coherent risk measure
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dynamic risk measure
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\(g\)-expectation
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Choquet expectation
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nonlinear expectation
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