Optimal stopping for dynamic convex risk measures (Q1928868): Difference between revisions

@@ Property / author @@
-Ioannis Karatzas
@@ Property / author: Ioannis Karatzas / rank @@
-Normal rank
@@ Property / author @@
+Ioannis Karatzas
@@ Property / author: Ioannis Karatzas / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4948
@@ Property / arXiv ID: 0909.4948 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping for non-linear expectations. I
@@ Property / cites work: Optimal stopping for non-linear expectations. I / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping for non-linear expectations. II
@@ Property / cites work: Optimal stopping for non-linear expectations. II / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
+Normal rank
@@ Property / cites work @@
+Time consistent dynamic risk processes
@@ Property / cites work: Time consistent dynamic risk processes / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+Q5294265
@@ Property / cites work: Q5294265 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of the penalty term of dynamic concave utilities
+Normal rank
@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Convex risk measures and the dynamics of their penalty functions
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic control with discretionary stopping
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic differential games of control and stopping
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
@@ Property / cites work @@
+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
+Normal rank
@@ Property / cites work @@
+Q4787899
@@ Property / cites work: Q4787899 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4720478
@@ Property / cites work: Q4720478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4114574
@@ Property / cites work: Q4114574 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1928868