cover
Time-Consistent Conditional Expectation Under Probability Distortion
Share
Ma, JinZhang, JianfengWong, Ting-Kam Leonard

We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not subadditive in general, so it is beyond the scope of Pengâ…


Hasil Pencarian

Ditemukan 1 dari pencarian Anda melalui kata kunci: Pengarang : Wong, Ting-Kam Leonard
Permintaan membutuhkan 0,60789 detik untuk selesai
Saran
image
Pengaruh Kualitas Layanan Terhadap Citra Perusahaan, Kepuasan, Komitmen dan Loyalitas Nasabah : Studi pada Nasabah Tabungan BritAma Bank Rakyat Indonesia (BRI) di Provinsi Sulawesi Tenggara
Nimran, Umar - Nasrul - Alhabsji, Taher - Kumadji, Srikandi
image
Numerical simulation of indirect tensile test based on the microstructure of asphalt mixture
Wang, Hainian - Hao, Peiwen
image
The Conflict of Interpretations : essays in hermeneutics
Ricoeur, Paul
image
Nota perhitungan anggaran negara tahun 1983/1984
Indonesia. Presiden (1967-1998 : Soeharto)
image
Sharp bounds for optimal decoding of low-density parity-check codes
Macris, Nicolas - Kudekar, Shrinivas