Q5856511 (Q5856511): Difference between revisions

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+Q5386174
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+Q3415147
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Optimal stopping under ambiguity in continuous time
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+Q5294265
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+Q4151516
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
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+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
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+Optional decomposition and Lagrange multipliers
@@ Property / cites work: Optional decomposition and Lagrange multipliers / rank @@
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+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
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+Convex risk measures and the dynamics of their penalty functions
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+Stochastic finance. An introduction in discrete time
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+Motzkin decomposition of closed convex sets
@@ Property / cites work: Motzkin decomposition of closed convex sets / rank @@
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+Q4778955
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+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Q4226355
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+Optimal Stopping With Multiple Priors
@@ Property / cites work: Optimal Stopping With Multiple Priors / rank @@
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+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
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+Optimal stopping under model uncertainty and the regularity of lower Snell envelopes
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+Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty
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+The lower Snell envelope of smooth functions: an optional decomposition
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