The following pages link to Random \(G\)-expectations (Q373831):
Displaying 22 items.
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- Hyperfinite construction of <i>G</i>-expectation (Q5086416) (← links)
- ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Nonlinear continuous semimartingales (Q6136833) (← links)
