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Superhedging and Dynamic Risk Measures Under Volatility Uncertainty
16 references·1 citing·28 second hop
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this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
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  • 1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market649 cited
  • 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type621 cited
  • 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty594 cited
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  • 2011Wellposedness of second order backward SDEs289 cited
  • 2006Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs239 cited
  • 2010Martingale representation theorem for the G -expectation

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201 cited
  • 2006The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures195 cited
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    • 2014MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g ‐EXPECTATION24 cited