Stochastic ordering by g-expectations

Author:

Ly Sel,Privault Nicolas

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Medicine

Reference50 articles.

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2. Arnaudon, M., Breton, J.-C. and Privault, N., Convex ordering for random vectors using predictable representation, Potential Anal., 2008, 29(4): 327-349.

3. Azagra, D., Global and fine approximation of convex functions, Proc. Lond. Math. Soc., 2013, 107(4): 799-824.

4. Belzunce, F., Riquelme, C. M. and Mulero, J., An Introduction to Stochastic Orders, Academic Press, 2015.

5. Bergenthum, J. and Rüschendorf, L., Comparison of option prices in semimartingale models, Finance and Stochastics, 2006, 10(2): 229-249.

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1. $ G $-expectation approach to stochastic ordering;Frontiers of Mathematical Finance;2022

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