Pages that link to "Item:Q550129"
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The following pages link to Optimal stopping for non-linear expectations. I (Q550129):
Displaying 30 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- On the uniqueness of the optional decomposition of semimartingales (Q2314116) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
- A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
