Pages that link to "Item:Q2505477"

The following pages link to Robust projections in the class of martingale measures (Q2505477):

Displaying 21 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Robust maximization of asymptotic growth (Q453248) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• Utility maximization under a shortfall risk constraint (Q952687) (← links)
• On optimal arbitrage (Q990375) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• On admissible strategies in robust utility maximization (Q1938976) (← links)
• A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
• Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
• Robust utility maximization with limited downside risk in incomplete markets (Q2464861) (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) (← links)
• Optional projection under equivalent local martingale measures (Q2697499) (← links)
• Robust utility maximization without model compactness (Q2797753) (← links)
• OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
• A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)