Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641): Difference between revisions

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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+Enlargement of Filtration with Finance in View
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+Reduced-form framework under model uncertainty
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+ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
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+Affine processes for dynamic mortality and actuarial valuations
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Affine processes under parameter uncertainty
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+Term-structure models. A graduate course
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+Stochastic finance. An introduction in discrete time.
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+Term structure modeling under volatility uncertainty
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+No arbitrage of the first kind and local martingale numéraires
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+Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing
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+On Cox processes and credit risky securities
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+Q4962323
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+Superreplication under volatility uncertainty for measurable claims
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+Measurability of semimartingale characteristics with respect to the probability law
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+Nonlinear Lévy processes and their characteristics
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+ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES
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+Random \(G\)-expectations
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+Superreplication under model uncertainty in discrete time
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+Robust superhedging with jumps and diffusion
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+Constructing sublinear expectations on path space
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+Superhedging and Dynamic Risk Measures under Volatility Uncertainty
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+Affine stochastic mortality
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+Financial markets with volatility uncertainty
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