The following pages link to Erick Treviño Aguilar (Q265468):
Displaying 21 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty (Q519744) (← links)
- (Q740949) (redirect page) (← links)
- Convex risk measures: a selection of properties and its applications (Q740950) (← links)
- (Q1748561) (redirect page) (← links)
- The lower Snell envelope of smooth functions: an optional decomposition (Q1748562) (← links)
- Stable stopping (Q2048193) (← links)
- Asymptotic connectedness of random interval graphs in a one dimensional data delivery problem (Q2080161) (← links)
- Angle distribution of two random chords in the disc: a sine law (Q2233659) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)
- An index for asymptotical behavior of adjusted sequences (Q2254695) (← links)
- A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index (Q2337430) (← links)
- Michael selections and Castaing representations with càdlàg functions (Q2699634) (← links)
- Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977) (← links)
- Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) (Q2997954) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- (Q3393565) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Robust efficient hedging for American options: The existence of worst case probability measures (Q3654461) (← links)
- (Q5856511) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
