【期刊信息】Probability, Uncertainty and Quantitative Risk, Volume 6, Issue 1, March 2021

【期刊信息】Probability, Uncertainty and Quantitative Risk, Volume 6, Issue 1, March 2021

Year:    2021

CAM-Net Digest, Vol. 18 (2021), Iss. 8 : p. 12

Abstract

G-Lévy processes under sublinear expectations
Mingshang Hu and Shige Peng

The term structure of sharpe ratios and arbitrage-free asset pricing in continuous time
Patrick Beißner and Emanuela Rosazza Gianin

Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
Yuta Tanoue

Stochastic ordering by $g$-expectations
Sel Ly and Nicolas Privault


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Journal Article Details

Publisher Name:    Global Science Press

Language:    Multiple languages

DOI:    https://doi.org/2021-CAM-19742

CAM-Net Digest, Vol. 18 (2021), Iss. 8 : p. 12

Published online:    2021-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    1

Keywords: