Risk measuring under model uncertainty

Jocelyne Bion-Nadal, Magali Kervarec

Type: Preprint

Publication Date: 2010-04-30

Citations: 2

Locations

arXiv (Cornell University) - View

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+	Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure	2010	Jocelyne Bion–Nadal Magali Kervarec
+	Some Norm Estimates for Semimartingales	2011	Triet Pham Jianfeng Zhang

Works Cited by This (6)

Action	Title	Year	Authors
+	Real and Complex Analysis.	1987	G. A. Garreau Walter Rudin
+ PDF Chat	Conditional and dynamic convex risk measures	2005	Kai Detlefsen Giacomo Scandolo
+ PDF Chat	The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures	2006	Freddy Delbaen
+	Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes	2008	Laurent Denis Mingshang Hu Shigē Péng
+	On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion	2009	Mingshang Hu Shigē Péng
+ PDF Chat	Representation of the penalty term of dynamic concave utilities	2009	Freddy Delbaen Shigē Péng Emanuela Rosazza Gianin