Pages that link to "Item:Q5739194"

The following pages link to MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194):

Displayed 11 items.

• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) ‎ (← links)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) ‎ (← links)
• Comparison theorem for diagonally quadratic BSDEs (Q2030831) ‎ (← links)
• Convexity and sublinearity of \(g\)-expectations (Q2170234) ‎ (← links)
• Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) ‎ (← links)
• Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) ‎ (← links)
• Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) ‎ (← links)
• (Q4988574) ‎ (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) ‎ (← links)
• Representation theorem and viability property for multidimensional BSDEs and their applications (Q6064077) ‎ (← links)
• Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) ‎ (← links)