Pages that link to "Item:Q997952"

The following pages link to A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• Random \(G\)-expectations (Q373831) (← links)
• Robust maximization of asymptotic growth under covariance uncertainty (Q373833) (← links)
• On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Optimal stopping under nonlinear expectation (Q404122) (← links)
• Financial markets with volatility uncertainty (Q406259) (← links)
• Wellposedness of second order backward SDEs (Q438976) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← links)
• Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
• Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• Weak approximation of \(G\)-expectations (Q665446) (← links)
• Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
• Continuous-time trading and the emergence of probability (Q693028) (← links)
• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• Pathwise stochastic integrals for model free finance (Q726748) (← links)
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
• \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Insurance pricing using \(H_{\infty}\)-control (Q1646165) (← links)
• Black-Scholes in a CEV random environment (Q1648901) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
• Partial super-hedging of derivatives with model risk (Q1684775) (← links)
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations (Q1688834) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Three series theorem for independent random variables under sub-linear expectations with applications (Q1734914) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Dual formulation of second order target problems (Q1948690) (← links)
• An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
• Duality for pathwise superhedging in continuous time (Q1999600) (← links)
• The law of logarithm for arrays of random variables under sub-linear expectations (Q2023739) (← links)
• Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)