Pages that link to "Item:Q2441233"

The following pages link to Ambiguous volatility, possibility and utility in continuous time (Q2441233):

Displaying 50 items.

• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Central limit theorems for bounded random variables under belief measures (Q681767) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• An upper bound of large deviations for capacities (Q1718577) (← links)
• Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• Recursive utility optimization with concave coefficients (Q2001553) (← links)
• Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
• Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
• Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
• Structured ambiguity and model misspecification (Q2067388) (← links)
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
• A theoretical foundation of ambiguity measurement (Q2173084) (← links)
• A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
• Horizon-unbiased investment with ambiguity (Q2191465) (← links)
• A robust Kalman-Bucy filtering problem (Q2208574) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• A hypothesis-testing perspective on the \(G\)-normal distribution theory (Q2288768) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• Financial economics without probabilistic prior assumptions (Q2343120) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
• Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Super-replication price: it can be ok (Q4615501) (← links)
• Duality and General Equilibrium Theory Under Knightian Uncertainty (Q4635253) (← links)
• (Q4988574) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (Q5009772) (← links)
• Portfolio choices: comparative statics under both expected return and volatility uncertainty (Q5014234) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Adaptive Robust Control in Continuous Time (Q5158383) (← links)
• The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
• ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)