Pages that link to "Item:Q3456838"
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The following pages link to Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838):
Displaying 12 items.
- A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
- A novel approach to exponential stability in mean square of stochastic difference systems with delays (Q2086991) (← links)
- Acceptability maximization (Q2170297) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
- A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
- Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
