On the asymptotic approximation of inverse moment under sub-linear expectations-Reference-Cited by-同舟云学术

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On the asymptotic approximation of inverse moment under sub-linear expectations

Published:2018-12 Issue:1 Volume:468 Page:182-196
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Wu Yi,Wang Xuejun,Zhang Lixin

Funder

National Natural Science Foundation of China

Natural Science Foundation of Anhui Province

Key Projects for Academic Talent of Anhui Province

Fundamental Research Funds for the Central Universities

973 Program

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference28 articles.

1. Thinking coherently;Artzner;J. Risk,1997

2. Ambiguity, risk and asset returns in continuous time;Chen;Econometrica,2002

3. A law of the iterated logarithm under sublinear expectations;Chen;J. Financ. Eng.,2014

4. A theoretical framework for the pricing of contingent claims in the presence of model uncertainty;Denis;Ann. Appl. Probab.,2006

5. Backward stochastic differential equations in finance;El Karoui;Math. Finance,1997

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4. Strong Convergence Theorems Under Sub-linear Expectations and Its Applications in Nonparametric Regression Models;Communications in Mathematics and Statistics;2023-06-16

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