[{"urn":"urn:nbn:de:0070-pub-26753567","oa":1,"place":"Bielefeld","volume":"503","dini_type":"doc-type:workingPaper","keyword":[],"dc":{"relation":["info:eu-repo/semantics/altIdentifier/issn/0931-6558"],"date":["2015"],"language":["eng"],"title":["Weak approximation of G-expectation with discrete state space"],"identifier":["https://pub.uni-bielefeld.de/record/2675356","https://pub.uni-bielefeld.de/download/2675356/2729544"],"rights":["info:eu-repo/semantics/openAccess"],"description":["We refine the discretization of G-expectation by Y. Dolinsky, M. Nutz, and M. Soner (Stochastic Processes and their Applications, 122 (2012), 664{675 ), in order to obtain a discretization of sublinear expectation where the martingale laws are defined on a finite lattice rather than the whole set of reals."],"creator":["Fadina, Tolulope","Herzberg, Frederik"],"subject":["Weak limit theorem","G-expectation","Volatility uncertainty","ddc:330"],"source":["Fadina T, Herzberg F. *Weak approximation of G-expectation with discrete state space*. Center for Mathematical Economics Working Papers. Vol 503 revised Version, March 2015. Bielefeld: Center for Mathematical Economics; 2015."],"type":["info:eu-repo/semantics/workingPaper","doc-type:workingPaper","text"],"publisher":["Center for Mathematical Economics"]},"creator":{"login":"weingarten","id":"89573"},"accept":"1","uri_base":"https://pub.uni-bielefeld.de","message":"Autorenverknüpfung Herzberg auf Wunsch entfernt (Rd.);\r\nbad chars in abstract, vp","date_created":"2014-05-08T13:56:33Z","ddc":[],"intvolume":" 503","type":"working_paper","page":"12","edit_mode":"expert","department":[{"_id":"10031","tree":[{"_id":"10031"}]},{"_id":"10053","tree":[{"_id":"10053"}]}],"locked":"1","date_updated":"2018-07-24T13:00:57Z","_version":7,"status":"public","first_author":"Fadina, Tolulope","file_date_updated":"2016-03-11T09:54:57Z","publication_status":"published","citation":{"mla":"Fadina, Tolulope, and Herzberg, Frederik. *Weak approximation of G-expectation with discrete state space*. revised Version, March 2015. Bielefeld: Center for Mathematical Economics, 2015. Center for Mathematical Economics Working Papers. 503.","lncs":" Fadina, T., Herzberg, F.: Weak approximation of G-expectation with discrete state space. Center for Mathematical Economics Working Papers, 503, revised Version, March 2015. Center for Mathematical Economics, Bielefeld (2015).","apa_indent":"Fadina, T., & Herzberg, F. (2015). *Weak approximation of G-expectation with discrete state space* (Center for Mathematical Economics Working Papers, 503) revised Version, March 2015. Bielefeld: Center for Mathematical Economics.

","chicago":"Fadina, Tolulope, and Herzberg, Frederik. 2015. *Weak approximation of G-expectation with discrete state space*. revised Version, March 2015. Vol. 503. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

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*Weak approximation of G-expectation with discrete state space*. Center for Mathematical Economics Working Papers; 503, revised Version, March 2015.

Bielefeld: Center for Mathematical Economics.","dgps":"Fadina, T. & Herzberg, F. (2015). *Weak approximation of G-expectation with discrete state space* (Center for Mathematical Economics Working Papers) (revised Version, March 2015.). Bielefeld: Center for Mathematical Economics.

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Bielefeld: Center for Mathematical Economics.","aps":" T. Fadina and F. Herzberg, Weak approximation of G-expectation with discrete state space, Center for Mathematical Economics Working Papers, revised Version, March 2015 (Center for Mathematical Economics, Bielefeld, 2015)."},"publication_identifier":{"issn":[]},"file":[{"access_level":"open_access","file_id":"2729544","content_type":"application/pdf","creator":"fherzberg","date_created":"1970-01-01T00:00:00Z","date_updated":"2016-03-11T09:54:57Z","relation":"main_file","open_access":"1","file_name":"IMW_working_paper_503.pdf"}],"_id":"2675356","edition":"revised Version, March 2015","language":[{}],"abstract":[{"lang":"eng"}],"series_title":"Center for Mathematical Economics Working Papers","author":[{"last_name":"Fadina","id":"29193359","first_name":"Tolulope"},{"last_name":"Herzberg","first_name":"Frederik"}]}]