9 Publikationen
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436Dynamically Consistent α-Maxmin Expected UtilityPUB | DOI | WoS
Beißner, Patrick, Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance 30 (3). , 2020 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian MotionPUB | PDF
Hölzermann, Julian, Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . 613 (). Bielefeld, 2019 -
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436Dynamically Consistent α-Maxmin Expected UtilityPUB | PDF
Beißner, Patrick, Dynamically Consistent α-Maxmin Expected Utility. 593 (). Bielefeld, 2017 -
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321Optimal consumption and portfolio choice with ambiguityPUB | PDF
Lin, Qian, Optimal consumption and portfolio choice with ambiguity. 497 (). Bielefeld, 2014 -
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2642149Nash equilibrium payoffs for stochastic differential games with reflectionPUB | DOI | WoS | arXiv
Lin, Qian, Nash equilibrium payoffs for stochastic differential games with reflection. ESAIM: Control, Optimisation and Calculus of Variations 19 (4). , 2013 -
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682878Some properties of stochastic differential equations driven by the G-Brownian motionPUB | DOI | WoS
Lin, Qian, Some properties of stochastic differential equations driven by the G-Brownian motion. Acta Mathematica Sinica, English Series 29 (5). , 2013 -
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2584551Differentiability of stochastic differential equations driven by the G-Brownian motionPUB | DOI | WoS
Lin, Qian, Differentiability of stochastic differential equations driven by the G-Brownian motion. Science China Mathematics 56 (5). , 2013 -
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635468General Martingale Characterization of G-Brownian MotionPUB | DOI | WoS
Lin, Qian, General Martingale Characterization of G-Brownian Motion. Stochastic Analysis And Applications 31 (6). , 2013 -
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2548344Local time and Tanaka formula for the G-Brownian motionPUB | DOI | WoS | arXiv
Lin, Qian, Local time and Tanaka formula for the G-Brownian motion. Journal Of Mathematical Analysis And Applications 398 (1). , 2013