The following pages link to (Q4549699):
Displaying 20 items.
- Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Robust hidden Markov LQG problems (Q602973) (← links)
- A proposal to extend expected utility in a quantum probabilistic framework (Q722622) (← links)
- Robust control with commitment: a modification to Hansen-Sargent (Q844702) (← links)
- Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters (Q853649) (← links)
- Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
- The Asian financial crisis and international reserve accumulation: a robust control approach (Q1657327) (← links)
- Robust control: a note on the response of the control to changes in the ``free'' parameter conditional on the character of nature (Q1780878) (← links)
- Imperfect credibility and robust monetary policy (Q1994581) (← links)
- Model uncertainty and intertemporal tax smoothing (Q1994608) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy (Q2152325) (← links)
- Methods for robust control (Q2270556) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Doubts or variability? (Q2653923) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- Life-Cycle Planning with Ambiguous Economics and Mortality Risks (Q5206147) (← links)
