Cooperative hedging in the complete market under \(g\)-expectation constraint
type: Item
instance of: scholarly article
title: Cooperative hedging in the complete market under \(g\)-expectation constraint
zbMATH Open document ID: 1299.91136
author: Qing Zhou
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2014-11-27T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6374510
zbMATH Keywords: hedging
zbMATH Keywords: Neyman-Pearson lemma
zbMATH Keywords: \(g\)-probability
zbMATH Keywords: backward stochastic differential equation
MaRDI profile type: Publication
full work available at URL: s10255-011-0077-7
OpenAlex ID: W2100339763
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DOI: 10.1007/S10255-011-0077-7
description: scientific article; zbMATH DE number 6374510