The following pages link to Stochastic Finance (Q3056947):
Displaying 50 items.
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Covar of families of copulas (Q342737) (← links)
- Crisp monetary acts in multiple-priors models of decision under ambiguity (Q343139) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- The optimal insurance under disappointment theories (Q495453) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process (Q900767) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Superhedging of American options on an incomplete market with discrete time and finite horizon (Q904452) (← links)
- Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- On risk aversion under fuzzy random data (Q1697823) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
