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20102023
most citedBackward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations

3 citations · 6 across the 8 of their papers we have counts for

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q-fin.PR2014

Robust valuation and risk measurement under model uncertainty

Yuhong Xu

Model uncertainty is a type of inevitable financial risk. Mistakes on the choice of pricing model may cause great financial losses. In this paper we investigate financial markets w…