Bielefeld: Center for Mathematical Economics.","apa":"Fadina, T., & Herzberg, F. (2015).

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.

","angewandte-chemie":"T. Fadina, and F. Herzberg, 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.

","ama":"Fadina T, Herzberg F. 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.

","frontiers":"Fadina, T., and Herzberg, F. (2015). Weak approximation of G-expectation with discrete state space. Bielefeld: Center for Mathematical Economics."},"department":[{"_id":"10031"},{"_id":"10053"}],"locked":"1","year":"2015","page":"12","accept":"1","date_updated":"2018-07-24T13:00:57Z","edit_mode":"expert","series_title":"Center for Mathematical Economics Working Papers","title":"Weak approximation of G-expectation with discrete state space","intvolume":" 503","abstract":[{"text":"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.","lang":"eng"}],"keyword":["Weak limit theorem","G-expectation","Volatility uncertainty"],"old_type":"workingpaper","date_created":"2014-05-08T13:56:33Z","file":[{"relation":"main_file","open_access":"1","creator":"fherzberg","file_name":"IMW_working_paper_503.pdf","date_updated":"2016-03-11T09:54:57Z","content_type":"application/pdf","access_level":"open_access","date_created":"1970-01-01T00:00:00Z","file_id":"2729544"}],"ddc":["330"],"urn":"urn:nbn:de:0070-pub-26753567","language":[{"iso":"eng"}],"first_author":"Fadina, Tolulope","type":"working_paper","oa":1,"_id":"2675356","volume":"503","file_date_updated":"2016-03-11T09:54:57Z","author":[{"id":"29193359","last_name":"Fadina","first_name":"Tolulope","full_name":"Fadina, Tolulope"},{"first_name":"Frederik","full_name":"Herzberg, Frederik","last_name":"Herzberg"}],"edition":"revised Version, March 2015","place":"Bielefeld","publication_status":"published","publisher":"Center for Mathematical Economics","status":"public","publication_identifier":{"issn":["0931-6558"]}}]