Pages that link to "Item:Q307534"

The following pages link to Stochastic finance. An introduction in discrete time. (Q307534):

Displaying 50 items.

• Pairwise counter-monotonicity (Q6171961) (← links)
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
• Generalized PELVE and applications to risk measures (Q6173891) (← links)
• A composite generalization of Ville's martingale theorem using e-processes (Q6177514) (← links)
• Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
• Liquidity Based Modeling of Asset Price Bubbles via Random Matching (Q6184829) (← links)
• Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830) (← links)
• Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach) (Q6187464) (← links)
• A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
• Bowley solution under the reinsurer's default risk (Q6199666) (← links)
• Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
• Optimal Risk Sharing for Maxmin Choquet Expected Utility Model (Q6489816) (← links)
• A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market (Q6495219) (← links)
• Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
• Joint distributions of generalized integrable increasing processes and their generalized compensators (Q6496898) (← links)
• Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
• Assessing Monotonicity: An Approach Based on Transformed Order Statistics (Q6497056) (← links)
• A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
• Random distortion risk measures (Q6543148) (← links)
• Stackelberg equilibria with multiple policyholders (Q6543156) (← links)
• Multivariate systemic optimal risk transfer equilibrium (Q6549604) (← links)
• Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
• Qualitative robustness of utility-based risk measures (Q6549618) (← links)
• Risk measures beyond frictionless markets (Q6557369) (← links)
• Deep neural network expressivity for optimal stopping problems (Q6565562) (← links)
• Range-based risk measures and their applications (Q6569742) (← links)
• Robust decisions for heterogeneous agents via certainty equivalents (Q6572843) (← links)
• Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps (Q6573061) (← links)
• On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
• Star-shaped acceptability indexes (Q6573824) (← links)
• A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
• On entropy martingale optimal transport theory (Q6581903) (← links)
• Worst-case distortion risk measure with application to robust portfolio selection (Q6585940) (← links)
• Weakly maxitive set functions and their possibility distributions (Q6588966) (← links)
• Optimal insurance with mean-deviation measures (Q6607480) (← links)
• Are reference measures of law-invariant functionals unique? (Q6607489) (← links)
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
• Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)
• Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
• A Reverse ES (CVaR) Optimization Formula (Q6640255) (← links)
• Insurance-finance arbitrage (Q6641072) (← links)
• Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
• Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)
• Collective dynamic risk measures (Q6643153) (← links)
• Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)
• Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)
• Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
• Cashflow-driven investment beyond expectations (Q6656767) (← links)
• Lower semicontinuity of monotone functionals in the mixed topology on \(C_b\) (Q6659483) (← links)
• Stackelberg risk preference design (Q6665396) (← links)