Research Grant
[Cite as https://purl.org/au-research/grants/arc/DP130103517]Researchers: A/Prof Tak Kuen Siu (Chief Investigator) , Prof Robert Elliott (Chief Investigator) , A/Prof Shige Peng (Partner Investigator)
Brief description G-expectation and its applications to nonlinear risk management. This project will develop novel theories and methods for nonlinear risk management based on nonlinear expectations and Backward Stochastic Differential Equations. The expected outcomes of the project will place Australia in the forefront and the leading position of these fields.
Funding Amount $405,000
Funding Scheme Discovery Projects
- PURL : https://purl.org/au-research/grants/arc/DP130103517
- ARC : DP130103517