2 papers
cs.CE2026
Responsive Distribution of G-normal Random Variables
Ziting Pei, Shige Peng, Xingye Yue +1
A -normal random variable does not admit a unique probability law due to volatility uncertainty. For a given test function…
cs.CE2026
Option pricing model under the G-expectation framework
Ziting Pei, Xingye Yue, Xiaotao Zheng
G-expectation, as a sublinear expectation, provides a powerful framework for modeling uncertainty in financial markets. Motivated by the need for robust valuation under model uncer…