Pages that link to "Item:Q322579"
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The following pages link to A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579):
Displaying 4 items.
- Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Robust control in a rough environment (Q5072907) (← links)
