The following pages link to Christos E. Kountzakis (Q539325):
Displaying 50 items.
- (Q386058) (redirect page) (← links)
- Coherent risk measures in general economic models and price bubbles (Q386059) (← links)
- On set-valued stochastic integrals and fuzzy stochastic equations (Q429355) (← links)
- Best constants in the weak type inequalities for a martingale conditional square function (Q433566) (← links)
- The completion of real-asset markets by options (Q539326) (← links)
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition (Q547363) (← links)
- On some inequalities for Doob decompositions in Banach function spaces (Q611986) (← links)
- Stochastic analysis without probability: study of some basic tools (Q619636) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- (Q862795) (redirect page) (← links)
- The completion of security markets (Q862796) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- Distributions with heavy tails in Orlicz spaces (Q1692254) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
- A new stochastic Fubini-type theorem. On interchanging expectations and Itō integrals (Q2023846) (← links)
- On compact orthogonally additive operators (Q2032383) (← links)
- Sobolev martingales (Q2039466) (← links)
- Realized cumulants for martingales (Q2064805) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- Functional equations and martingales (Q2118164) (← links)
- Commutation principles for optimization problems on spectral sets in Euclidean Jordan algebras (Q2128763) (← links)
- A mathematical model of insurer bankruptcy on a finite time interval (Q2135310) (← links)
- Characterizations of the set less order relation in nonconvex set optimization (Q2139270) (← links)
- Uniform convergence of stochastic semigroups (Q2143223) (← links)
- Monetary risk measures for stochastic processes via Orlicz duality (Q2145689) (← links)
- Generalized separability and integrability: consumer demand with a price aggregator (Q2155236) (← links)
- Quantitative inequalities for the expected lifetime of Brownian motion (Q2238457) (← links)
- Dynamic pricing with finite price sets: a non-parametric approach (Q2238754) (← links)
- Risk measures in ordered normed linear spaces with non-empty cone-interior (Q2276210) (← links)
- A versatile approach to metric regularity, openness, and Lipschitzian properties (Q2330974) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- Geometry of cones and an application in the theory of Pareto efficient points (Q2492979) (← links)
- Limit laws for martingales in vector lattices (Q2633875) (← links)
- Equilibrium in incomplete markets revisited (Q2665433) (← links)
- Nonlinear pricing with finite information (Q2667239) (← links)
- Minimum Regret Pricing of Contingent Claims in Incomplete Markets (Q2908447) (← links)
- Coherent Risk Measures Under Dominated Variation (Q3193129) (← links)
- (Q3551118) (← links)
- NONREPLICATION OF OPTIONS (Q4906527) (← links)
- (Q4930386) (← links)
- Acceptability indices of performance for bounded càdlàg processes (Q5086526) (← links)
- On the continuity of outcomes in a monopoly market (Q6051062) (← links)
- Uniqueness of first passage time distributions via Fredholm integral equations (Q6062904) (← links)
- Pareto efficiency without topology (Q6164959) (← links)
