Pages that link to "Item:Q393279"
From MaRDI portal
The following pages link to Essential supremum and essential maximum with respect to random preference relations (Q393279):
Displaying 8 items.
- Pricing under dynamic risk measures (Q2278417) (← links)
- Random optimization on random sets (Q2304911) (← links)
- Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- On Supremal and Maximal Sets with Respect to Random Partial Orders (Q2805760) (← links)
- VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) (← links)
- Continuity and Continuous Multi-utility Representations of Nontotal Preorders: Some Considerations Concerning Restrictiveness (Q5132602) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)