The following pages link to On dynamic measure of risk (Q1979073):
Displaying 50 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
- Risk measures and return performance: a critical approach. (Q1427540) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Partial super-hedging of derivatives with model risk (Q1684775) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- Dynamic coherent risk measures (Q2485772) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE (Q2875722) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
- On stochastic optimal control for stock price volatility (Q4457586) (← links)
- A PDE approach to risk measures of derivatives (Q4541597) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
