Pages that link to "Item:Q5109990"
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The following pages link to Computational aspects of robust optimized certainty equivalents and option pricing (Q5109990):
Displaying 16 items.
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Extended Laplace principle for empirical measures of a Markov chain (Q5203894) (← links)
- Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
- Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)
- Robust \(Q\)-learning algorithm for Markov decision processes under Wasserstein uncertainty (Q6605954) (← links)
- Robust distortion risk measures (Q6641073) (← links)
