Pages that link to "Item:Q2038275"
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The following pages link to Probability, Uncertainty and Quantitative Risk (Q2038275):
Displaying 50 items.
- \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables (Q2038279) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Special issue dedicated to Alain Bensoussan on the occasion of his 80th birthday (Q2096183) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- The value does not exist! A motivation for extremal analysis (Q2096187) (← links)
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
- Mean field games of controls: propagation of monotonicities (Q2096189) (← links)
- The impact of a ``quadratic gradient'' term in a system of Schrödinger-Maxwell equations (Q2096190) (← links)
- Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192) (← links)
- Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators (Q2096193) (← links)
- Multi-patch multi-group epidemic model with varying infectivity (Q2096194) (← links)
- Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
- A note on the cluster set of the law of the iterated logarithm under sub-linear expectations (Q2165735) (← links)
- Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
- Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise (Q2165737) (← links)
- On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Correlated squared returns (Q2241899) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
- Backward stochastic differential equations with Young drift (Q2296093) (← links)
- A brief history of quantitative finance (Q2296095) (← links)
- Credit, funding, margin, and capital valuation adjustments for bilateral portfolios (Q2296097) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
- On the compensator of the default process in an information-based model (Q2296102) (← links)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
