The following pages link to (Q3613976):
Displayed 17 items.
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← 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)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)