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

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / arXiv ID
 
Property / arXiv ID: 2004.06636 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4438875 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5491574 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation of opinions and risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential utility maximization under model uncertainty for unbounded endowments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust expected utility maximization with medial limits / rank
 
Normal rank
Property / cites work
 
Property / cites work: A pointwise bipolar theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise superhedging on prediction sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Duality theory for robust utility maximisation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3400706 / rank
 
Normal rank
Property / cites work
 
Property / cites work: No-arbitrage with multiple-priors in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3415147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and duality in nondominated discrete-time models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent price systems under model uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4938954 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficiency in the Undominated Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal arbitrage aggregator in discrete-time markets under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model-free superhedging duality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pointwise Arbitrage Pricing Theory in Discrete Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Fatou property of law-invariant risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mathematics of arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on abstract measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3598957 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the C‐property and ‐representations of risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Surplus-Invariant Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Neyman factorization and minimality of pairwise sufficient subfields / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of a minimal sufficient subfield / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust pricing-hedging dualities in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and state price deflators in a general intertemporal framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4805123 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On pathwise stochastic integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4323294 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficiency and Approximate Sufficiency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic methods in statistical decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723468 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4181079 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fatou closedness under model uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correction to: ``Fatou closedness under model uncertainty'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moral hazard under ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Banach lattices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial options and statistical prediction intervals / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on stochastic dominance, uniform integrability and lattice properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise construction of stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superreplication under model uncertainty in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing sublinear expectations on path space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superhedging and Dynamic Risk Measures under Volatility Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: A more general property than domination for sets of probability measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: No-arbitrage concepts in topological vector lattices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3799486 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Note on a problem of Diepenbrock / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kreps-Yan theorem for Banach ideal spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale representation theorem for the \(G\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-sure stochastic analysis through aggregation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997904 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3152444188 / rank
 
Normal rank

Latest revision as of 09:34, 30 July 2024

scientific article; zbMATH DE number 7591714
Language Label Description Also known as
English
Model Uncertainty: A Reverse Approach
scientific article; zbMATH DE number 7591714

    Statements

    Model Uncertainty: A Reverse Approach (English)
    0 references
    0 references
    0 references
    23 September 2022
    0 references
    robust mathematical finance
    0 references
    quasi-sure analysis
    0 references
    supported uncertainty
    0 references
    aggregation of random variables in robust models
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references