Backward nonlinear expectation equations
Christoph Belak, Thomas Seiferling, Frank Thomas Seifried
| Year of publication: |
January 2018
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|---|---|
| Authors: | Belak, Christoph ; Seiferling, Thomas ; Seifried, Frank Thomas |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 12.2018, 1, p. 111-134
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| Subject: | Backward stochastic differential equation | Nonlinear expectation | Random G-expectation | Recursive utility | Volatility uncertainty | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Analysis | Mathematical analysis | Nichtlineare Regression | Nonlinear regression | Optionspreistheorie | Option pricing theory | Risiko | Risk | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-017-0199-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963319