Relative entropy of continuous distributions under knightian uncertainty

被引：0
|
作者：
Tao, Gui-Ping [1 ]
Han, Li-Yan [2 ]
机构：
[1] School of Statistics, Capital University of Economics and Business, Beijing 100070, China
[2] School of Economics and Management, Beihang University, Beijing 100191, China
来源：
Journal of Beijing Institute of Technology (English Edition) | 2010年 / 19卷 / SUPPL. 1期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
11
引用
收藏
页码：145 / 150
相关论文
共 50 条
  • [1] The optimal contracts in continuous time under Knightian uncertainty
    Wei, Qingmeng
    Shi, Xiaomin
    [J]. 2015 34TH CHINESE CONTROL CONFERENCE (CCC), 2015, : 2450 - 2455
  • [2] Equilibria Under Knightian Price Uncertainty
    Beissner, Patrick
    Riedel, Frank
    [J]. ECONOMETRICA, 2019, 87 (01) : 37 - 64
  • [3] Production and hedging under Knightian uncertainty
    Lien, D
    [J]. JOURNAL OF FUTURES MARKETS, 2000, 20 (04) : 397 - 404
  • [4] Pathwise convergence under Knightian uncertainty
    Akhtari, Bahar
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2023, 518 (01)
  • [5] Viability and Arbitrage Under Knightian Uncertainty
    Burzoni, Matteo
    Riedel, Frank
    Soner, H. Mete
    [J]. ECONOMETRICA, 2021, 89 (03) : 1207 - 1234
  • [6] Stochastic Independence under Knightian Uncertainty
    Pejsachowicz, Leonardo
    [J]. REVUE D ECONOMIE POLITIQUE, 2016, 126 (03): : 379 - 398
  • [7] Brownian equilibria under Knightian uncertainty
    Beissner, Patrick
    [J]. MATHEMATICS AND FINANCIAL ECONOMICS, 2015, 9 (01) : 39 - 56
  • [8] Planning under Risk and Knightian Uncertainty
    Trevizan, Felipe W.
    Cozman, Fabio G.
    de Barros, Leliane N.
    [J]. 20TH INTERNATIONAL JOINT CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2007, : 2023 - 2028
  • [9] Brownian equilibria under Knightian uncertainty
    Patrick Beißner
    [J]. Mathematics and Financial Economics, 2015, 9 : 39 - 56
  • [10] A DYNKIN GAME UNDER KNIGHTIAN UNCERTAINTY
    Koo, Hyeng Keun
    Tang, Shanjian
    Yang, Zhou
    [J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2015, 35 (11) : 5467 - 5498
12345