【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: Chinese
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