Pages that link to "Item:Q1890711"
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The following pages link to On pathwise stochastic integration (Q1890711):
Displayed 12 items.
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
- Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)