The following pages link to (Q4657107):
Displaying 50 items.
- On the minimal members of convex expectations with constraints (Q259647) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- An overview of the valuation of collateralized derivative contracts (Q475330) (← links)
- The relations among the three kinds of conditional risk measures (Q477159) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- On the minimal members of convex expectations (Q624553) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← 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)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Converse comparison theorems for multidimensional anticipated backward stochastic differential equations (Q826699) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
- Lift expectations of random sets (Q1726775) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- Backward stochastic difference equations for a single jump process (Q1930453) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- The domination of \(g\)-evaluations and Choquet evaluations (Q1949671) (← links)
- Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
