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.

• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
• ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
• A Girsanov Type Theorem Under G-Framework (Q3005153) (← links)
• ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
• (Q3120795) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION (Q3388381) (← links)
• The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
• Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Model risk of contingent claims (Q4554508) (← links)
• On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
• Duality and General Equilibrium Theory Under Knightian Uncertainty (Q4635253) (← links)
• Distributed Consensus and Convergence Rate Analysis of Multiagent Systems with Noises under $G$-Expectation (Q5009770) (← links)
• Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation (Q5034429) (← links)
• Strong convergence for weighted sums of END random variables under the sub-linear expectations (Q5039820) (← links)
• Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations (Q5078422) (← links)
• Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations (Q5079062) (← links)
• Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations (Q5079851) (← links)
• Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)
• Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
• On complete convergence for extended independent random variables under sub-linear expectations (Q5108981) (← links)
• Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
• A complete convergence theorem for weighted sums under the sub-linear expectations (Q5158206) (← links)
• The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
• ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
• Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)
• Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations (Q5864802) (← links)
• Complete convergence for arrays of row-wise ND random variables under sub-linear expectations (Q5866058) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations (Q6044200) (← links)
• How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Complete moment convergence for ND random variables under the sub-linear expectations (Q6079030) (← links)
• Non-linear affine processes with jumps (Q6090956) (← links)
• (Q6091022) (← links)
• Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations (Q6107619) (← links)
• Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations (Q6111807) (← links)
• Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations (Q6112450) (← links)
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)
• A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
• Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation (Q6170131) (← links)
• Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)
• Precise asymptotics for complete integral convergence under sublinear expectations (Q6534607) (← links)