Stochastic orderings by nonlinear expectations
We study the theory of stochastic order under the nonlinear expectations framework, including g- and G-expectations, which leads to more general concepts of orderings in comparison with the standard linear expectation setting. In a summary of theoretical contributions, we have derived several suffi...
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| 格式: | Thesis-Doctor of Philosophy |
| 語言: | English |
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Nanyang Technological University
2020
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| 在線閱讀: | https://hdl.handle.net/10356/145282 |
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