scientific article; zbMATH DE number 7793053

MaRDI QIDQ6141800

Unnamed Author, Shuzhen Yang

Publication date: 23 January 2024

Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.04.011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

uncertaintyvolatilitysublinear expectationG-esG-VaR

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Cites Work

• Unnamed Item
• A worst-case risk measure by G-VaR
• Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation

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