Filtration Consistent Nonlinear Expectations and Evaluations of Contingent ClaimsShige Peng A2004-06-01articleActa Mathematicae Applicatae Sinica English Series133 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsRisk and Portfolio OptimizationFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 133 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities2007Brownian Motion and Stochastic Calculus1983Stochastic Differential Equations and Diffusion Processes2005Controlled Markov Processes and Viscosity Solutions1990Adapted solution of a backward stochastic differential equation1997Backward Stochastic Differential Equations in Finance1999Stochastic controls : Hamiltonian systems and HJB equations1988Brownian Motion and Stochastic CalculusCited by2011Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications2016Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I2014Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation2013Random $G$-expectations2011TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS2019Law of large numbers and central limit theorem under nonlinear expectations2017Reflected solutions of backward stochastic differential equations driven by G-Brownian motion2007Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations