Works matching IS 09492984 AND DT 2021 AND VI 25 AND IP 3
Results: 6
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions.
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- Finance & Stochastics, 2021, v. 25, n. 3, p. 597, doi. 10.1007/s00780-021-00459-2
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- Article
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space.
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- Finance & Stochastics, 2021, v. 25, n. 3, p. 505, doi. 10.1007/s00780-021-00458-3
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- Article
Robust state-dependent mean–variance portfolio selection: a closed-loop approach.
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- Finance & Stochastics, 2021, v. 25, n. 3, p. 529, doi. 10.1007/s00780-021-00457-4
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- Article
Time-dynamic evaluations under non-monotone information generated by marked point processes.
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- Finance & Stochastics, 2021, v. 25, n. 3, p. 563, doi. 10.1007/s00780-021-00456-5
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- Article
Duality theory for robust utility maximisation.
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- Finance & Stochastics, 2021, v. 25, n. 3, p. 469, doi. 10.1007/s00780-021-00455-6
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- Article
A unified framework for robust modelling of financial markets in discrete time.
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- Finance & Stochastics, 2021, v. 25, n. 3, p. 427, doi. 10.1007/s00780-021-00454-7
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- Article