A Note on g-Concave Function

Autor: Guangyan Jia, Yuhong Xu
Rok vydání: 2019
Předmět:
Zdroj: Acta Mathematica Scientia. 39:1415-1422
ISSN: 1572-9087
0252-9602
Popis: An equivalent condition is derived for g-concave function defined by (static) g-expectation. Several extensions including quadratic generators and (g, h)-concavity are also considered.
Databáze: OpenAIRE
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