Pages that link to "Item:Q307534"
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The following pages link to Stochastic finance. An introduction in discrete time. (Q307534):
Displaying 50 items.
- Conditional Systemic Risk Measures (Q5013836) (← links)
- XVA analysis from the balance sheet (Q5014178) (← links)
- Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Optimal payoffs for directionally closed acceptance sets (Q5052579) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Commutativity, comonotonicity, and Choquet integration of self-adjoint operators (Q5226408) (← links)
- Parameter Uncertainty in the Kalman--Bucy Filter (Q5232198) (← links)
- Deep hedging (Q5234357) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)
- On the decomposition of an insurer's profits and losses (Q5878642) (← links)
- A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints (Q5883333) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Stochastic finance. An introduction in discrete time (Q5894843) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Choquet Regularization for Continuous-Time Reinforcement Learning (Q6073554) (← links)
- Exploiting arbitrage requires short selling (Q6078117) (← links)
- Ordering and inequalities for mixtures on risk aggregation (Q6078605) (← links)
- Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles (Q6109912) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- A framework for measures of risk under uncertainty (Q6130333) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)
- Computation of conditional expectations with guarantees (Q6159022) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
- Multiple-prior valuation of cash flows subject to capital requirements (Q6171944) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
