Pages that link to "Item:Q2447703"
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The following pages link to Constructing sublinear expectations on path space (Q2447703):
Displayed 24 items.
- Consistent price systems under model uncertainty (Q261917) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation (Q726691) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
- A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA (Q2808183) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- On Hedging American Options under Model Uncertainty (Q5258452) (← links)