Pages that link to "Item:Q1004410"
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The following pages link to Time consistent dynamic risk processes (Q1004410):
Displayed 13 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)