The following pages link to (Q3160493):
Displaying 45 items.
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
- Reversible stochastic flows associated with nonlinear SPDEs (Q2637672) (← links)
- Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
- CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Optimal Cross Hedging of Insurance Derivatives (Q3518300) (← links)
- On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (Q3580108) (← links)
- Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)
- Hedging housing price risks: some empirical evidence from the US (Q4957257) (← links)
- Backward stochastic Volterra integral equations on Markov chains (Q5085850) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
- A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
