Pages that link to "Item:Q2507604"

The following pages link to Risk measures via \(g\)-expectations (Q2507604):

Displaying 50 items.

• Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
• REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
• Properties of sublinear g-expectations and their applications (Q3306222) (← 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)
• GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS (Q3629764) (← links)
• CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923) (← links)
• Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
• DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
• Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256) (← links)
• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• (Q4628624) (← links)
• TENOR SPECIFIC PRICING (Q4649506) (← links)
• BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) (← links)
• A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates (Q4986603) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• Conditional Systemic Risk Measures (Q5013836) (← links)
• A representation for filtration-consistent nonlinear expectations and its application (Q5055194) (← links)
• Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
• A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
• Backward stochastic Volterra integral equations on Markov chains (Q5085850) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• Backward Stochastic Differential Equations for a Single Jump Process (Q5198941) (← links)
• A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
• FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (Q5305276) (← links)
• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
• Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
• Convexity of $g$-expectations and its application (Q5383547) (← links)
• DYNAMIC RISK MEASURES AND G-EXPECTATION (Q5403883) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
• A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)
• Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
• Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
• A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
• Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)
• Multiple-prior valuation of cash flows subject to capital requirements (Q6171944) (← links)
• Set-valued backward stochastic differential equations (Q6187467) (← links)