The following pages link to (Q3613976):
Displayed 50 items.
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- Generalized entropic risk measures and related BSDEs (Q2244447) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)