Pages that link to "Item:Q1948690"
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The following pages link to Dual formulation of second order target problems (Q1948690):
Displaying 50 items.
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (Q1679471) (← links)
- Constrained optimal transport (Q1702545) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Governmental incentives for Green bonds investment (Q2155563) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← 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)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← 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)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Utility maximization under model uncertainty in discrete time (Q2799995) (← links)
- Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
