The following pages link to Sigrid Källblad (Q522055):
Displaying 7 items.
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
