Bipolar theorems for sets of nonnegative random variables
bipolar theoremconvergence and closure on robust function spacenon-dominated set of probability measuresrobust financial modelssensitivity
Duality theory for topological vector spaces (46A20) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Financial applications of other theories (91G80) Actuarial science and mathematical finance (91Gxx)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
- A pointwise bipolar theorem
- A unified framework for robust modelling of financial markets in discrete time
- Arbitrage and duality in nondominated discrete-time models
- Arbitrage-free modeling under Knightian uncertainty
- Dual representation of monotone convex functions on 𝐿⁰
- Duality theory for robust utility maximisation
- Fatou closedness under model uncertainty
- Financial economics without probabilistic prior assumptions
- Financial options and statistical prediction intervals
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- scientific article; zbMATH DE number 49097 (Why is no real title available?)
- scientific article; zbMATH DE number 2016135 (Why is no real title available?)
- scientific article; zbMATH DE number 1405955 (Why is no real title available?)
- Model uncertainty: a reverse approach
- Model-free superhedging duality
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
- No-arbitrage with multiple-priors in discrete time
- On pathwise stochastic integration
- On robust fundamental theorems of asset pricing in discrete time
- On the existence of a minimal sufficient subfield
- Pathwise superhedging on prediction sets
- Pointwise Arbitrage Pricing Theory in Discrete Time
- Positive operators
- Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces
- Quasi-sure stochastic analysis through aggregation
- Real Analysis and Probability
- Risk measuring under model uncertainty
- Robust pricing-hedging dualities in continuous time
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
- Super‐replication with transaction costs under model uncertainty for continuous processes
- Superreplication under model uncertainty in discrete time
- Surplus-invariant risk measures
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets
- Viability and arbitrage under Knightian uncertainty
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