Cited in
(18)- Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations
- Decision rule approximations for the risk averse reservoir management problem
- Markov risk mappings and risk-sensitive optimal prediction
- Uniqueness of decompositions of Skorohod-semimartingales
- Applied Quantitative Finance
- scientific article; zbMATH DE number 47182 (Why is no real title available?)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
- A new characterization of comonotonicity and its application in behavioral finance
- Stability of traveling waves for systems of reaction-diffusion equations with multiplicative noise
- Mean-field games for multiagent systems with multiplicative noises
- Selfdecomposable fields
- Stability of Traveling Waves for Reaction-Diffusion Equations with Multiplicative Noise
- AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
- scientific article; zbMATH DE number 5032359 (Why is no real title available?)
- Intra‐Horizon expected shortfall and risk structure in models with jumps
- Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
- About subordinated generalizations of 3 classical models of option pricing
- Conditional speed and shape corrections for travelling wave solutions to stochastically perturbed reaction-diffusion systems
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