2 papers
q-fin.MF2025
Asset pricing under model uncertainty with discrete time and states
Shuzhen Yang, Wenqing Zhang
In this study, we consider the asset pricing under model uncertainty with discrete time and states structure. For the single-period securities model, we give a novel definition of…
math.PR2025
Sublinear expectation structure under countable state space
Shuzhen Yang, Wenqing Zhang
In this study, we propose the sublinear expectation structure under countable state space. To describe an interesting "nonlinear randomized" trial, based on a convex compact domain…