Pages that link to "Item:Q2507604"
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The following pages link to Risk measures via \(g\)-expectations (Q2507604):
Displaying 50 items.
- On the minimal members of convex expectations with constraints (Q259647) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Jensen's inequality for \(g\)-expectations in general filtration spaces (Q826705) (← links)
- Generalized Peng's \(g\)-expectations and related properties (Q844869) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- A note on Jensen's inequality for BSDEs (Q1044343) (← links)
- A convex-risk-measure based model and genetic algorithm for portfolio selection (Q1665701) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Backward stochastic difference equations for a single jump process (Q1930453) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- \(L^p\) solutions of backward stochastic Volterra integral equations (Q1943211) (← links)
- Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
- Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
