Pages that link to "Item:Q5247421"
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The following pages link to ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421):
Displaying 48 items.
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
- ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
- Duality and General Equilibrium Theory Under Knightian Uncertainty (Q4635253) (← links)
- <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
- Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)
