The following pages link to (Q3648013):
Displaying 9 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Variation of measure-valued martingales and repeated games with incomplete information (Q1945202) (← links)
- Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Robust Stochastic Control and Equivalent Martingale Measures (Q2909982) (← links)
- A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
