【期刊信息】Probability, Uncertainty and Quantitative Risk, Volume 6, Issue 1, March 2021

Abstract

G-Lévy processes under sublinear expectations
Mingshang Hu and Shige Peng

The term structure of sharpe ratios and arbitrage-free asset pricing in continuous time
Patrick Beißner and Emanuela Rosazza Gianin

Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
Yuta Tanoue

Stochastic ordering by $g$-expectations
Sel Ly and Nicolas Privault