Pages that link to "Item:Q997952"

The following pages link to A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952):

Displaying 50 items.

• The law of logarithm for arrays of random variables under sub-linear expectations (Q2023739) (← links)
• Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
• An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
• A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations (Q2037543) (← links)
• Complete convergence for END random variables under sublinear expectations (Q2039171) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
• Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
• Term structure modeling under volatility uncertainty (Q2120604) (← links)
• Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables (Q2124686) (← links)
• A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation (Q2244350) (← links)
• Superreplication under model uncertainty in discrete time (Q2255006) (← links)
• Pathwise superhedging on prediction sets (Q2282966) (← links)
• Complete convergence for widely acceptable random variables under the sublinear expectations (Q2287262) (← links)
• Another form of Chover's law of the iterated logarithm under sub-linear expectations (Q2293121) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Affine processes under parameter uncertainty (Q2296126) (← links)
• The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations (Q2325318) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
• Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• On the asymptotic approximation of inverse moment under sub-linear expectations (Q2413992) (← links)
• Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control (Q2414822) (← links)
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
• Risk measuring under model uncertainty (Q2428050) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
• Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Constructing sublinear expectations on path space (Q2447703) (← links)
• Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
• General results on precise asymptotics under sub-linear expectations (Q2668937) (← links)
• Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
• On conditional Chisini means and risk measures (Q2701288) (← links)
• Utility maximization under model uncertainty in discrete time (Q2799995) (← links)
• Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
• The functional Itō formula under the family of continuous semimartingale measures (Q2810660) (← links)
• A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
• Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)