An interactive Streamlit app to visualize and explore key financial concepts, including martingale properties and conditional expectation in option pricing, using Monte Carlo simulations and ...

In this paper we study random sets, with values in a separable Banach space. First we establish several useful properties of the set-valued conditional expectation and then prove some convergence ...

Abstract: Conditional credibility measure and conditional expected value are two important concepts in credibility theory. In this paper, we propose the definition of conditional expected value of ...

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