Pages that link to "Item:Q963031"
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The following pages link to A general theory of finite state backward stochastic difference equations (Q963031):
Displaying 42 items.
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Backward stochastic difference equations for a single jump process (Q1930453) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- Stochastic Analysis with Financial Applications, by Arturo Kohatsu-Higa, Nicolas Privault and Shuenn-Jyi Sheu (Eds.) (Q2869959) (← links)
- Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Malliavin calculus in a binomial framework (Q4627094) (← links)
- Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)
- Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
- Backward stochastic Volterra integral equations on Markov chains (Q5085850) (← links)
- Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
- Backward Stochastic Differential Equations for a Single Jump Process (Q5198941) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- Controllability Metrics on Networks with Linear Decision Process--type Interactions and Multiplicative Noise (Q5298489) (← links)
- Discrete-Time BSDEs with Random Terminal Horizon (Q5416839) (← links)
- Markov chains under nonlinear expectation (Q6054140) (← links)
- Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
