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Cooperative Hedging in the Complete Market under g-expectation Constraint 被引量:1

Cooperative Hedging in the Complete Market under g-expectation Constraint
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作者 Qing Zhou
机构地区 School of Science
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2011年第3期373-380,共8页 应用数学学报(英文版)
基金 supported by the National Natural Science Foundation of China under Grants (No. 11001029, 10971220) the Fundamental Research Funds for the Central Universities (BUPT2009RC0705)
关键词 HEDGING Neyman Pearson lemma g-probability backward stochastic differential equation hedging, Neyman Pearson lemma, g-probability, backward stochastic differential equation
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