6 Treffer für Schlagwort = "g-expectation"
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Hyperfinite construction of G-expectation
Fadina, Tolulope ; Herzberg, Frederik
2015
Nonstandard analysis for G-Stochastic calculus
Fadina, Tolulope Rhoda
2015
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020
Optimal stopping under $\textit{G}$-expectation
Li, Hanwu
2018
Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion
Li, Hanwu ; Peng, Shige ; Soumana Hima, Abdoulaye
2017
Weak approximation of G-expectation with discrete state space
Fadina, Tolulope ; Herzberg, Frederik
2015