TY  - GEN
AB  - We prove a lifting theorem, in the sense of Robinsonian nonstandard analysis, for the G-expectation. Herein, we use an existing discretization theorem for the G-expectation by T. Fadina and F. Herzberg (Bielefeld University, Center for Mathematical Economics in its series Working Papers, 503, (2014)).
DA  - 2015
KW  - Hyperfinite discretization
KW  - RobinsonianNonstandard analysis
KW  - Lifting theorem
KW  - G-expectation
KW  - Volatility uncertainty
LA  - eng
PY  - 2015
SN  - 0931-6558
SP  - 11-
TI  - Hyperfinite construction of G-expectation
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-27324854
Y2  - 2024-11-22T01:58:20
ER  -