We investigate robust Orlicz spaces as a generalization of robust L^p-spaces. Two
constructions of such spaces are distinguished, a top-down approach and a bottom-up …

This paper assumes a robust, in general not dominated, probabilistic framework and
provides necessary and sufficient conditions for a bipolar representation of subsets of the set …

In this study, we consider the asset pricing under model uncertainty with finite time and
under a family of probability, and explore its relationship with risk neutral probability …

We provide a general framework for no-arbitrage concepts in topological vector lattices,
which covers many of the well-known no-arbitrage concepts as particular cases. The main …

This paper is devoted to a study of robust fundamental theorems of asset pricing in discrete
time and finite horizon settings. Uncertainty is modeled by a (possibly uncountable) family of …

We consider a financial market in discrete time and study pricing and hedging conditional on
the information available up to an arbitrary point in time. In this conditional framework, we …

We investigate robust Orlicz spaces as a generalisation of robust $ L^ p $-spaces. Two
constructions of such spaces are distinguished, a top-down approach and a bottom-up …

A Bibliography of Publications in SIAM Journal on Financial Mathematics Page 1 A
Bibliography of Publications in SIAM Journal on Financial Mathematics Nelson HF Beebe …