The following pages link to Marco Frittelli (Q261910):
Displaying 35 items.
- (Q163410) (redirect page) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- A unified framework for utility maximization problems: An Orlicz space approach (Q930672) (← links)
- (Q1272170) (redirect page) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Model-free superhedging duality (Q2403133) (← links)
- The supermartingale property of the optimal wealth process for general semimartingales (Q2463714) (← links)
- Utility maximization in incomplete markets for unbounded processes (Q2488492) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
- Dual Representation of Quasi-convex Conditional Maps (Q3006712) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
- ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
- (Q3400706) (← links)
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396) (← links)
- (Q3526970) (← links)
- (Q4218385) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)
- SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS (Q4673846) (← links)
- Almost sure characterization of Martingales (Q4849127) (← links)
- (Q4868516) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Short Communication: Robust Market-Adjusted Systemic Risk Measures (Q5162851) (← links)
- Complete duality for quasiconvex dynamic risk measures on modules of the <i>L</i> <sup> <i>p</i> </sup>-type (Q5402792) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets (Q5890187) (← links)
- Introduction to a theory of value coherent with the no-arbitrage principle (Q5926468) (← links)
- Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830) (← links)
