Model Uncertainty: A Reverse Approach (Q5868802): Difference between revisions

@@ Property / arXiv ID @@
+.06636
@@ Property / arXiv ID: 2004.06636 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4438875
@@ Property / cites work: Q4438875 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5491574
@@ Property / cites work: Q5491574 / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation of opinions and risk measures
@@ Property / cites work: Aggregation of opinions and risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential utility maximization under model uncertainty for unbounded endowments
+Normal rank
@@ Property / cites work @@
+Robust expected utility maximization with medial limits
+Normal rank
@@ Property / cites work @@
+A pointwise bipolar theorem
@@ Property / cites work: A pointwise bipolar theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise superhedging on prediction sets
@@ Property / cites work: Pathwise superhedging on prediction sets / rank @@
+Normal rank
@@ Property / cites work @@
+Duality theory for robust utility maximisation
@@ Property / cites work: Duality theory for robust utility maximisation / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
+Normal rank
@@ Property / cites work @@
+ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
+Normal rank
@@ Property / cites work @@
+Q3400706
@@ Property / cites work: Q3400706 / rank @@
+Normal rank
@@ Property / cites work @@
+No-arbitrage with multiple-priors in discrete time
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage and duality in nondominated discrete-time models
+Normal rank
@@ Property / cites work @@
+Consistent price systems under model uncertainty
@@ Property / cites work: Consistent price systems under model uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938954
@@ Property / cites work: Q4938954 / rank @@
+Normal rank
@@ Property / cites work @@
+Sufficiency in the Undominated Case
@@ Property / cites work: Sufficiency in the Undominated Case / rank @@
+Normal rank
@@ Property / cites work @@
+Universal arbitrage aggregator in discrete-time markets under uncertainty
+Normal rank
@@ Property / cites work @@
+Model-free superhedging duality
@@ Property / cites work: Model-free superhedging duality / rank @@
+Normal rank
@@ Property / cites work @@
+Pointwise Arbitrage Pricing Theory in Discrete Time
+Normal rank
@@ Property / cites work @@
+Automatic Fatou property of law-invariant risk measures
+Normal rank
@@ Property / cites work @@
+Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+A note on abstract measure
@@ Property / cites work: A note on abstract measure / rank @@
+Normal rank
@@ Property / cites work @@
+Q3598957
@@ Property / cites work: Q3598957 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time.
+Normal rank
@@ Property / cites work @@
+On the C‐property and ‐representations of risk measures
+Normal rank
@@ Property / cites work @@
+Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
+Normal rank
@@ Property / cites work @@
+Surplus-Invariant Risk Measures
@@ Property / cites work: Surplus-Invariant Risk Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Neyman factorization and minimality of pairwise sufficient subfields
+Normal rank
@@ Property / cites work @@
+On the existence of a minimal sufficient subfield
@@ Property / cites work: On the existence of a minimal sufficient subfield / rank @@
+Normal rank
@@ Property / cites work @@
+Robust pricing-hedging dualities in continuous time
+Normal rank
@@ Property / cites work @@
+Set Theory
@@ Property / cites work: Set Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage and state price deflators in a general intertemporal framework
+Normal rank
@@ Property / cites work @@
+Q4805123
@@ Property / cites work: Q4805123 / rank @@
+Normal rank
@@ Property / cites work @@
+On pathwise stochastic integration
@@ Property / cites work: On pathwise stochastic integration / rank @@
+Normal rank
@@ Property / cites work @@
+Q4323294
@@ Property / cites work: Q4323294 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Sufficiency and Approximate Sufficiency
@@ Property / cites work: Sufficiency and Approximate Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic methods in statistical decision theory
@@ Property / cites work: Asymptotic methods in statistical decision theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723468
@@ Property / cites work: Q3723468 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4181079
@@ Property / cites work: Q4181079 / rank @@
+Normal rank
@@ Property / cites work @@
+Fatou closedness under model uncertainty
@@ Property / cites work: Fatou closedness under model uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Correction to: ``Fatou closedness under model uncertainty''
+Normal rank
@@ Property / cites work @@
+Moral hazard under ambiguity
@@ Property / cites work: Moral hazard under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Banach lattices
@@ Property / cites work: Banach lattices / rank @@
+Normal rank
@@ Property / cites work @@
+Financial options and statistical prediction intervals
+Normal rank
@@ Property / cites work @@
+A note on stochastic dominance, uniform integrability and lattice properties
+Normal rank
@@ Property / cites work @@
+Pathwise construction of stochastic integrals
@@ Property / cites work: Pathwise construction of stochastic integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Superreplication under model uncertainty in discrete time
+Normal rank
@@ Property / cites work @@
+Constructing sublinear expectations on path space
@@ Property / cites work: Constructing sublinear expectations on path space / rank @@
+Normal rank
@@ Property / cites work @@
+Superhedging and Dynamic Risk Measures under Volatility Uncertainty
+Normal rank
@@ Property / cites work @@
+A more general property than domination for sets of probability measures
+Normal rank
@@ Property / cites work @@
+No-arbitrage concepts in topological vector lattices
+Normal rank
@@ Property / cites work @@
+Q3799486
@@ Property / cites work: Q3799486 / rank @@
+Normal rank
@@ Property / cites work @@
+Note on a problem of Diepenbrock
@@ Property / cites work: Note on a problem of Diepenbrock / rank @@
+Normal rank
@@ Property / cites work @@
+Kreps-Yan theorem for Banach ideal spaces
@@ Property / cites work: Kreps-Yan theorem for Banach ideal spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Quasi-sure stochastic analysis through aggregation
+Normal rank
@@ Property / cites work @@
+Q3997904
@@ Property / cites work: Q3997904 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3152444188
@@ Property / OpenAlex ID: W3152444188 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5868802