Pages that link to "Item:Q2858151"
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The following pages link to Robust exponential hedging in a Brownian setting (Q2858151):
Displaying 7 items.
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- On exponential hedging and related quadratic backward stochastic differential equations (Q853844) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Robust portfolio selection under exponential preferences (Q3561059) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)