Pages that link to "Item:Q2866379"
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The following pages link to Portfolio optimization under model uncertainty and BSDE games (Q2866379):
Displayed 20 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Robust control of parabolic stochastic partial differential equations under model uncertainty (Q2415097) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- Robust Stochastic Control and Equivalent Martingale Measures (Q2909982) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
- A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)