The following pages link to (Q4263612):
Displaying 28 items.
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
- Applications of the method of compactness and decomposition: minimization, convergence of martingales, multivalued Fatou lemma (Q1312941) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Convex compactness and its applications (Q1932529) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- Minimal supersolutions of BSDEs with lower semicontinuous generators (Q2451110) (← links)
- The supermartingale property of the optimal wealth process for general semimartingales (Q2463714) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Portfolio optimization under nonlinear utility (Q2816959) (← links)
- Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
- (Q3678399) (← links)
- Forward-convex convergence in probability of sequences of nonnegative random variables (Q4907123) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Right closure of martingale sequences in the sense of the \(A\)-integral (Q5930774) (← links)
- On optimal terminal wealth under transaction costs (Q5939296) (← links)
- Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
- Relative weak compactness in infinite-dimensional Fefferman-Meyer duality (Q6640914) (← links)
- Limit theorems for \(\sigma\)-localized Émery convergence (Q6652481) (← links)
