Linear regression under model uncertainty (Q6149350): Difference between revisions

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-.3934/puqr.2023024
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+Coherent Measures of Risk
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+Stochastic finance. An introduction in discrete time
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+A class of robust and fully efficient regression estimators
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+Maxmin expected utility with non-unique prior
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+Robust Statistics
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+\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction
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+Upper expectation parametric regression
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+Uncertain volatility and the risk-free synthesis of derivatives
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+Filtration consistent nonlinear expectations and evaluations of contingent claims
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+Nonlinear expectations and nonlinear Markov chains
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+Nonlinear Expectations and Stochastic Calculus under Uncertainty
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+High breakdown-point and high efficiency robust estimates for regression
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+Robust linear regression: A review and comparison
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+.3934/PUQR.2023024
@@ Property / DOI: 10.3934/PUQR.2023024 / rank @@
+Normal rank