This is a preview. Log in through your library . Abstract Several authors [1], [2], ⋯, [6], have derived characterizations of a conditional expectation operator. That is, if T is a transformation ...

Paolacci, Gabriele; André, Quentin. Probabilistic Outcomes Are Valued Less in Expectation, Even Conditional on Their Realization. Management Science. Nov2024, Vol. 70 Issue 11, p7524-7536. Most ...

The purpose of this note is to show that Neveu's uniform inequality for conditional expectations can be sharpened and extended to arbitrary conditioning sub-$\sigma$-fields. An application of this ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...