Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10002526468
Persistent link: https://www.econbiz.de/10011963738
In this paper we extend the notion of “filtration-consistent nonlinear expectation” (or “F-consistent nonlinear expectation”) to the case when it is allowed to be dominated by a g-expectation that may have a quadratic growth. We show that for such a nonlinear expectation many fundamental...
Persistent link: https://www.econbiz.de/10012987280