FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426): Difference between revisions

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+Coherent Measures of Risk
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+Computing the implied volatility in stochastic volatility models
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES
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+The mathematics of arbitrage
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+Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model
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+SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
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+The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model
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+Convex measures of risk and trading constraints
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+Stochastic Finance
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+Q5520962
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+Risk measures via \(g\)-expectations
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+Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
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+Q2753173
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random
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+Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach
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