The following pages link to Patrick Cheridito (Q358146):
Displaying 37 items.
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- BSE's, BSDE's and fixed-point problems (Q682248) (← links)
- Duality for increasing convex functionals with countably many marginal constraints (Q728009) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Dynamic monetary risk measures for bounded discrete-time processes (Q850394) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Arbitrage in fractional Brownian motion models (Q1424724) (← links)
- Mixed fractional Brownian motion (Q1611573) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Fractional {O}rnstein-{U}hlenbeck processes (Q1767492) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity (Q1996830) (← links)
- Non-convergence of stochastic gradient descent in the training of deep neural networks (Q2034567) (← links)
- A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions (Q2145074) (← links)
- Landscape analysis for shallow neural networks: complete classification of critical points for affine target functions (Q2156337) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764) (← links)
- Coherent and convex monetary risk measures for unbounded càdlàg processes. (Q2488485) (← links)
- Utility maximization under increasing risk aversion in one-period models (Q2488511) (← links)
- Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) (← links)
- Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\) (Q2573629) (← links)
- Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- Conditional Analysis on $$\mathbb {R}^d$$ (Q2805757) (← links)
- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences (Q2841945) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- An efficient Monte Carlo scheme for Zakai equations (Q6058696) (← links)
- Computation of conditional expectations with guarantees (Q6159022) (← links)
