Robustness of G-Expectation under Knightian Uncertainty - Prof. Shige Peng
Offered By: Alan Turing Institute via YouTube
Course Description
Overview
Explore the concept of G-Expectation and its robustness under Knightian uncertainty in this 47-minute lecture by Professor Shige Peng from Shandong University. Delivered as part of a workshop commemorating the centenary of Frank Knight's "Risk, Uncertainty, and Profit" and John Maynard Keynes' "A Treatise on Probability," the talk delves into advanced probability theory concepts. Gain insights into how G-Expectation addresses the fundamental uncertainty proposed by Knight and Keynes, which has significantly influenced economic and probability theory over the past century. Understand the relevance of these concepts to contemporary economic challenges and uncertainties.
Syllabus
Robustness of G-Expectation under Knightian Uncertainty - Prof. Shige Peng
Taught by
Alan Turing Institute
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