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Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation - MaRDI portal

Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation

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Publication:5034429

DOI10.1137/S0040585X97T990708OpenAlexW4221022063MaRDI QIDQ5034429

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Publication date: 25 February 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.09226




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