Pages that link to "Item:Q550130"
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The following pages link to Optimal stopping for non-linear expectations. II (Q550130):
Displayed 13 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)