Now decision theory (Q6064078): Difference between revisions

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+A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
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+A general version of the fundamental theorem of asset pricing
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+Q4794153
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+High dimensional Markovian trading of a single stock
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Martingales versus PDEs in finance: an equivalence result with examples
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+\(G\)-Lévy processes under sublinear expectations
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+Bilateral gamma distributions and processes in financial mathematics
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+Time-Consistent Conditional Expectation Under Probability Distortion
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+Estimating parametric models of probability distributions
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+Applied Conic Finance
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+Nonlinear equity valuation using conic finance and its regulatory implications
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+CONIC PORTFOLIO THEORY
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+The Variance Gamma Process and Option Pricing
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+Nonlinear Lévy processes and their characteristics
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+Dynamic programming with state-dependent discounting
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