Pages that link to "Item:Q5474995"
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The following pages link to Ambiguity, Risk, and Asset Returns in Continuous Time (Q5474995):
Displayed 50 items.
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- On the integral representation of \(g\)-expectations (Q974028) (← links)
- On Jensen's inequality and Hölder's inequality for \(g\)-expectation (Q974648) (← links)
- The value of a statistical life under ambiguity aversion (Q994088) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- Recursive smooth ambiguity preferences (Q1017777) (← links)
- Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Moment inequality and Hölder inequality for BSDEs (Q1036887) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- A note on Jensen's inequality for BSDEs (Q1044343) (← links)
- Recursive multiple-priors. (Q1420874) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations (Q1623985) (← links)
- Uncertain dynamics, correlation effects, and robust investment decisions (Q1624002) (← links)
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition (Q1624195) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- On optimal stopping and free boundary problems under ambiguity (Q1643751) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test (Q1681081) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Asymmetric Choquet random walks and ambiguity aversion or seeking (Q1698987) (← links)
- Asset prices in an ambiguous economy (Q1702879) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
- The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
- Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
- The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- A property of \(g\)-expectation (Q1780286) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- Ambiguity aversion and model misspecification: an economic perspective (Q1790363) (← links)
- Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Some results on the uniqueness of generators of backward stochastic differential equations (Q1876805) (← links)
- A result on the probability measures dominated by \(g\)-expectation (Q1884661) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- Investment under ambiguity with the best and worst in mind (Q1932543) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)