Pages that link to "Item:Q307534"
From MaRDI portal
The following pages link to Stochastic finance. An introduction in discrete time. (Q307534):
Displaying 50 items.
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Integrated quantile functions: properties and applications (Q1697200) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- Remarks on equality of two distributions under some partial orders (Q1753351) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- Uncertainty quantification with risk measures in production planning (Q1980955) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- On Farkas' lemma and related propositions in BISH (Q2067640) (← links)
- Guaranteed deterministic approach to superhedging: the semicontinuity and continuity properties of solutions of the Bellman-Isaacs equations (Q2069713) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Star-shaped deviations (Q2084035) (← links)
- A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class (Q2100020) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- Machine learning with kernels for portfolio valuation and risk management (Q2120539) (← links)
- A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
- Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- Viscous Hamilton-Jacobi equations in exponential Orlicz hearts (Q2145848) (← links)
- Implicit quantiles and expectiles (Q2151639) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions (Q2172943) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)