Pages that link to "Item:Q1004410"
From MaRDI portal
The following pages link to Time consistent dynamic risk processes (Q1004410):
Displayed 5 items.
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)