Pages that link to "Item:Q5894843"
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The following pages link to Stochastic finance. An introduction in discrete time (Q5894843):
Displaying 50 items.
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Extremal measures and hedging in American options (Q315185) (← links)
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes (Q315764) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Unbounded probability theory and multistep relaxation processes. II (Q358200) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Risk aversion for variational and multiple-prior preferences (Q433158) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- The relations among the three kinds of conditional risk measures (Q477159) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Farkas' lemma in random locally convex modules and Minkowski-Weyl type results in \(L^0(\mathcal F,R^n)\) (Q488661) (← links)
- A simple proof for the convexity of the Choquet integral (Q491689) (← links)
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- Envelope theorems in Banach lattices and asset pricing (Q496582) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Hedging under multiple risk constraints (Q522054) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Horizon dependence of utility optimizers in incomplete models (Q693036) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Existence of Arrow-Debreu equilibrium with S-shaped utility function (Q871681) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Markov control processes with pathwise constraints (Q992046) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Arbitrage in stationary markets (Q1022419) (← links)
- Separation and duality in locally \(L^0\)-convex modules (Q1028318) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- On the dual representation of coherent risk measures (Q1640041) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
