Showing 1 - 20 results of 30 for search '"Probability, Uncertainty and Quantitative Risk"', query time: 2.78s Refine Results
  1. 1
    Upper risk bounds in internal factor models with constrained specification sets
    by Jonathan Ansari, Ludger Rüschendorf
    Published 2020-05-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  2. 2
    Law of large numbers and central limit theorem under nonlinear expectations
    by Shige Peng
    Published 2019-04-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  3. 3
    Publisher Correction to: Probability, uncertainty and quantitative risk, volume 4
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  4. 4
    Risk excess measures induced by hemi-metrics
    by Olivier P. Faugeras, Ludger Rüschendorf
    Published 2018-06-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  5. 5
    Moderate deviation for maximum likelihood estimators from single server queues
    by Saroja Kumar Singh
    Published 2020-03-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  6. 6
    Nonlinear regression without i.i.d. assumption
    by Qing Xu, Xiaohua (Michael) Xuan
    Published 2019-11-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  7. 7
    Piecewise constant martingales and lazy clocks
    by Christophe Profeta, Frédéric Vrins
    Published 2019-02-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  8. 8
    Characterization of optimal feedback for stochastic linear quadratic control problems
    by Qi Lü, Tianxiao Wang, Xu Zhang
    Published 2017-09-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  9. 9
    Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
    by Dmytro Marushkevych, Alexandre Popier
    Published 2020-02-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  10. 10
    Optimal control with delayed information flow of systems driven by G-Brownian motion
    “...Probability, Uncertainty and Quantitative Risk...”
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  11. 11
    The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth
    by Renzhi Qiu, Shanjian Tang
    Published 2019-03-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  12. 12
    Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
    by Christel Geiss, Alexander Steinicke
    Published 2018-12-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  13. 13
    Good deal hedging and valuation under combined uncertainty about drift and volatility
    by Dirk Becherer, Klebert Kentia
    Published 2017-12-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  14. 14
    Arbitrage-free pricing of derivatives in nonlinear market models
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  15. 15
    Portfolio optimization of credit swap under funding costs
    by Lijun Bo
    Published 2017-12-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  16. 16
    Affine processes under parameter uncertainty
    by Tolulope Fadina, Ariel Neufeld, Thorsten Schmidt
    Published 2019-05-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  17. 17
    Backward stochastic differential equations with Young drift
    by Joscha Diehl, Jianfeng Zhang
    Published 2017-06-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
  18. 18
    A brief history of quantitative finance
    by Mauro Cesa
    Published 2017-06-01
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    Article
  19. 19
    Credit, funding, margin, and capital valuation adjustments for bilateral portfolios
    “...Probability, Uncertainty and Quantitative Risk...”
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  20. 20
    Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
    by Ying Hu, Shanjian Tang
    Published 2019-01-01
    “...Probability, Uncertainty and Quantitative Risk...”
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    Article
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