The following pages link to (Q3613976):
Displayed 24 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)