Upper and lower variances under model uncertainty and their applications in finance
Shan Li and Xinpeng Li, George Xianzhi Yuan
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Shan ; Li, Xinpeng ; Yuan, George Xian-Zhi |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 1, Art.-No. 2250007, p. 1-19
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| Subject: | G-normal distribution | G-VaR | Maximal distribution | mean-uncertainty | sublinear expectation | upper and lower variances | Theorie | Theory | Statistische Verteilung | Statistical distribution | Varianzanalyse | Analysis of variance | Risiko | Risk |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786322500074 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188830