Random G-expectations

Annals of Applied Probability

Volumn 23, Issue 5, 2013, Pages 1755-1777

  Nutz, Marcel ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

G expectation; Risk measure; Stochastic domain; Time consistency; Volatility uncertainty

Indexed keywords

EID: 84885089467     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AAP885     Document Type: Article

References (19)

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