Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978): Difference between revisions

@@ Property / cites work @@
+Existence of Optimal Stochastic Control Laws
@@ Property / cites work: Existence of Optimal Stochastic Control Laws / rank @@
+Normal rank
@@ Property / cites work @@
+On the Solutions of a Stochastic Control System
@@ Property / cites work: On the Solutions of a Stochastic Control System / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial markets with volatility uncertainty
@@ Property / cites work: Financial markets with volatility uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
+Normal rank
@@ Property / cites work @@
+On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
+Normal rank
@@ Property / cites work @@
+Robustness
@@ Property / cites work: Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+The Model Confidence Set
@@ Property / cites work: The Model Confidence Set / rank @@
+Normal rank
@@ Property / cites work @@
+The robust Merton problem of an ambiguity averse investor
+Normal rank
@@ Property / cites work @@
+Pricing and hedging in incomplete markets with model uncertainty
+Normal rank
@@ Property / cites work @@
+A filtering problem with uncertainty in observation
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping With Multiple Priors
@@ Property / cites work: Optimal Stopping With Multiple Priors / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity aversion and model misspecification: an economic perspective
+Normal rank
@@ Property / cites work @@
+Q5294265
@@ Property / cites work: Q5294265 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk measures via \(g\)-expectations
@@ Property / cites work: Risk measures via \(g\)-expectations / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q3613976
@@ Property / cites work: Q3613976 / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation measures for controlled Markov processes: Characterization and optimality
+Normal rank
@@ Property / cites work @@
+A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
+Normal rank
@@ Property / cites work @@
+Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions"
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Robust consumption and portfolio policies when asset prices can jump
+Normal rank
@@ Property / cites work @@
+The average cost of Markov chains subject to total variation distance uncertainty
+Normal rank
@@ Property / cites work @@
+Q5737389
@@ Property / cites work: Q5737389 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5601960
@@ Property / cites work: Q5601960 / rank @@
+Normal rank
@@ Property / cites work @@
+On Divergences and Informations in Statistics and Information Theory
+Normal rank