Correction to: Fatou closedness under model uncertainty.
- Published in:
- 2019
- By:
- Publication type:
- Correction Notice
Works by Svindland, Gregor
Results: 12
1
2
Fatou closedness under model uncertainty.
- Published in:
- Positivity, 2018, v. 22, n. 5, p. 1325, doi. 10.1007/s11117-018-0578-1
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- Publication type:
- Article
3
Ambiguity sensitive preferences in Ellsberg frameworks.
- Published in:
- Economic Theory, 2019, v. 67, n. 1, p. 53, doi. 10.1007/s00199-017-1095-3
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- Publication type:
- Article
4
Convexity and unique minimum points.
- Published in:
- Archive for Mathematical Logic, 2019, v. 58, n. 1/2, p. 27, doi. 10.1007/s00153-018-0619-2
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- Publication type:
- Article
5
Convexity and constructive infima.
- Published in:
- Archive for Mathematical Logic, 2016, v. 55, n. 7/8, p. 873, doi. 10.1007/s00153-016-0502-y
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- Publication type:
- Article
6
BROUWER'S FAN THEOREM AND CONVEXITY.
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- Journal of Symbolic Logic, 2018, v. 83, n. 4, p. 1363, doi. 10.1017/jsl.2018.49
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- Publication type:
- Article
7
Building resilience in cybersecurity: An artificial lab approach.
- Published in:
- Journal of Risk & Insurance, 2024, v. 91, n. 3, p. 753, doi. 10.1111/jori.12450
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- Publication type:
- Article
8
Optimal capital and risk allocations for law- and cash-invariant convex functions.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 3, p. 423, doi. 10.1007/s00780-008-0069-5
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- Publication type:
- Article
9
Risk sharing for capital requirements with multidimensional security markets.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 925, doi. 10.1007/s00780-019-00402-6
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- Publication type:
- Article
10
Comonotone Pareto optimal allocations for law invariant robust utilities on L.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 1, p. 249, doi. 10.1007/s00780-013-0214-7
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- Publication type:
- Article
11
ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 1, p. 147, doi. 10.1111/j.1467-9965.2012.00519.x
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- Publication type:
- Article
12
THE CANONICAL MODEL SPACE FOR LAW-INVARIANT CONVEX RISK MEASURES IS L<sup>1</sup>.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 3, p. 585, doi. 10.1111/j.1467-9965.2012.00534.x
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- Publication type:
- Article