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Pricing without no-arbitrage condition in discrete time

Journal of mathematical analysis and applications, 2022-01, Vol.505 (1), p.125441, Article 125441

2022

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Conditional cores and conditional convex hulls of random sets

Journal of mathematical analysis and applications, 2019-10, Vol.478 (2), p.368-392

2019

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Estimation of the essential supremum of a regression function

Statistics & probability letters, 2011-06, Vol.81 (6), p.685-693

2011

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Beyond the scope of super level measures

Fuzzy sets and systems, 2019-06, Vol.364, p.36-63

2019

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A boundary value problem and the Ehrhard inequality

Studia mathematica, 2019, Vol.246 (3), p.257-293

Ivanisvili, Paata

2019

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Linearization techniques for L[Infinity]-control problems and dynamic programming principles in classical and L[Infinity]-control problems

ESAIM. Control, optimisation and calculus of variations, 2012-07, Vol.18 (3), p.836

2012

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Limit behavior of the Esscher premium

Random operators and stochastic equations, 2016-06, Vol.24 (2), p.143-146

2016

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Representation of maxitive measures: An overview

Mathematica Slovaca, 2017-01, Vol.67 (1), p.121-150

Poncet, Paul

2017

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Essential supremum with respect to a random partial order

Journal of mathematical economics, 2013-12, Vol.49 (6), p.478-487

2013

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Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems

ESAIM. Control, optimisation and calculus of variations, 2012-07, Vol.18 (3), p.836-855

2012

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Risk-hedging a European option with a convex risk measure and without no-arbitrage condition

Stochastics (Abingdon, Eng. : 2005), 2023-01, Vol.95 (1), p.118-155

2023

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On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables. II

Stochastic analysis and applications, 2011-04, Vol.29 (3), p.486-502

2011

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On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables

Stochastic analysis and applications, 2010-08, Vol.28 (5), p.862-883

2010

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On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables

Stochastic analysis and applications, 2010-01, Vol.28 (1), p.86-102

2010

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Some qualitative properties of solutions of quasilinear elliptic systems

Nonlinear analysis, 2002-05, Vol.49 (4), p.501-512

ZUBRINIC, Darko

2002

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Essential supremum and supremum of summable functions: Summable functions

Numerical functional analysis and optimization, 1996-01, Vol.17 (1-2), p.161-180

1996

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The Bellman equation for minimizing the maximum cost

Nonlinear analysis, 1989-09, Vol.13 (9), p.1067-1090

1989

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Preliminaries

Elements of Hilbert Spaces and Operator Theory, 2017, p.1-19

Vasudeva, Harkrishan Lal

2017

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Undominated experiments

Pivotal Measures in Statistical Experiments and Sufficiency, p.6-20

Yamada, Sakutarō

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Convergence Speed of an Integral Method for Computing the Essential Supremum

Developments in Global Optimization, p.153-170

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Recurrence

Stochastic Petri Nets, p.145-188

Haas, Peter J.

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The Mimura–Nishida and the Crandall–Tartar Existence Theorems

From Hyperbolic Systems to Kinetic Theory, p.129-133

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On the Existence of Optimal Portfolios for the Utility Maximization Problem in Discrete Time Financial Market Models

From Stochastic Calculus to Mathematical Finance, p.589-608

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Convergence

Measure and Integral, p.53-62

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Uniform consistency

Lectures on the Nearest Neighbor Method, p.33-42

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Pricing without no-arbitrage condition in discrete time

Conditional cores and conditional convex hulls of random sets

Estimation of the essential supremum of a regression function

Beyond the scope of super level measures

A boundary value problem and the Ehrhard inequality

Linearization techniques for L[Infinity]-control problems and dynamic programming principles in classical and L[Infinity]-control problems

Limit behavior of the Esscher premium

Representation of maxitive measures: An overview

Essential supremum with respect to a random partial order

Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems

Risk-hedging a European option with a convex risk measure and without no-arbitrage condition

On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables. II

On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables

On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables

Some qualitative properties of solutions of quasilinear elliptic systems

Essential supremum and supremum of summable functions: Summable functions

The Bellman equation for minimizing the maximum cost

Preliminaries

Undominated experiments

Convergence Speed of an Integral Method for Computing the Essential Supremum

Recurrence

The Mimura–Nishida and the Crandall–Tartar Existence Theorems

On the Existence of Optimal Portfolios for the Utility Maximization Problem in Discrete Time Financial Market Models

Convergence

Uniform consistency

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