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A central limit theorem for sets of probability measures · Study

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ArticleA central limit theorem for sets of probability measures

Zengjing Chen2022

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Articlebronze2022

A central limit theorem for sets of probability measures

Zengjing Chen · Larry G. Epstein

23 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Statistical Research Fuzzy Systems and Optimization

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References

1989Maxmin expected utility with non-unique prior 1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2002Stochastic Finance: An Introduction in Discrete Time 2002Ambiguity, Risk, and Asset Returns in Continuous Time 2003Recursive multiple-priors 2008Ambiguity, Information Quality, and Asset Pricing 2009Theory of Decision under Uncertainty

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Details

Year2022

Typearticle

Published2022-07-11

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations23

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2022.07.003

openalex_workW3038889265

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