Ausgabe 3/2021
Inhalt (6 Artikel)
Open Access
A unified framework for robust modelling of financial markets in discrete time
Jan Obłój, Johannes Wiesel
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bruno Bouchard, Xiaolu Tan
Robust state-dependent mean–variance portfolio selection: a closed-loop approach
Bingyan Han, Chi Seng Pun, Hoi Ying Wong
Open Access
Time-dynamic evaluations under non-monotone information generated by marked point processes
Marcus C. Christiansen
Open Access
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
Freddy Delbaen