Pages that link to "Item:Q1928868"
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The following pages link to Optimal stopping for dynamic convex risk measures (Q1928868):
Displaying 34 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Robust maximization of asymptotic growth (Q453248) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
