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Zeitschrift

Finance and Stochastics

Finance and Stochastics 1/2021

Ausgabe 1/2021

Special Issue on Vector- and Set-Valued Methods in Stochastic Finance and Related Areas

Inhaltsverzeichnis ( 7 Artikel )

01.01.2021 | Ausgabe 1/2021

Editorial

Andreas H. Hamel, Martin Schweizer

01.01.2021 | Ausgabe 1/2021 Open Access

Nonlinear expectations of random sets

Ilya Molchanov, Anja Mühlemann

01.01.2021 | Ausgabe 1/2021

Set-valued risk measures as backward stochastic difference inclusions and equations

Çağın Ararat, Zachary Feinstein

01.01.2021 | Ausgabe 1/2021 Open Access

Multi-utility representations of incomplete preferences induced by set-valued risk measures

Cosimo Munari

01.01.2021 | Ausgabe 1/2021

Risk arbitrage and hedging to acceptability under transaction costs

Emmanuel Lépinette, Ilya Molchanov

01.01.2021 | Ausgabe 1/2021 Open Access

Elicitability and identifiability of set-valued measures of systemic risk

Tobias Fissler, Jana Hlavinová, Birgit Rudloff

01.01.2021 | Ausgabe 1/2021

On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs

Julien Grépat, Yuri Kabanov

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