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G-expectation
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Hyperfinite discretization
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Lifting theorem
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Hyperfinite construction of G-expectation
Fadina, Tolulope
;
Herzberg, Frederik
-
2015
We prove a
lifting
theorem
, in the sense of Robinsonian nonstandard analysis, for the G-expectation. Herein, we use an …
Persistent link: https://www.econbiz.de/10011282351
Saved in:
2
Hyperfinite construction of G-expectation
Fadina, Tolulope
;
Herzberg, Frederik
-
Institut für Mathematische Wirtschaftsforschung, …
-
2015
We prove a
lifting
theorem
, in the sense of Robinsonian nonstandard analysis, for the G-expectation. Herein, we use an …
Persistent link: https://www.econbiz.de/10011261807
Saved in:
3
Hyperfinite construction of G-expectation
Fadina, Tolulope
;
Herzberg, Frederik
-
2015
We prove a
lifting
theorem
, in the sense of Robinsonian nonstandard analysis, for the G-expectation. Herein, we use an …
Persistent link: https://www.econbiz.de/10010510614
Saved in:
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