Pages that link to "Item:Q997952"
From MaRDI portal
The following pages link to A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952):
Displaying 16 items.
- Pricing interest rate derivatives under volatility uncertainty (Q6549593) (← links)
- Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter (Q6554579) (← links)
- Strong limit theorems for weighted sums under the sub-linear expectations (Q6565540) (← links)
- BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- On mean field stochastic differential equations driven by \(G\)-Brownian motion with averaging principle (Q6586791) (← links)
- Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations (Q6588645) (← links)
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Optimal relaxed control for a decoupled \(G\)-FBSDE (Q6614695) (← links)
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process (Q6630821) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations (Q6641332) (← links)
- Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
- Quasi-sure essential supremum and applications to finance (Q6659482) (← links)
