Pages that link to "Item:Q5919962"
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The following pages link to Stochastic finance. An introduction in discrete time (Q5919962):
Displaying 50 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Partial hedging of American claims in a discrete market (Q260331) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- Conditional preference orders and their numerical representations (Q268632) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Modelling real world using stochastic processes and filtration (Q306626) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- The center of a convex set and capital allocation (Q319165) (← links)
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Risk induced resource dependency in capacity investments (Q322587) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- On the generalized risk measures (Q377908) (← links)
- Coherent risk measures in general economic models and price bubbles (Q386059) (← links)
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- Dynamic quasi concave performance measures (Q478133) (← links)
