Probability, Uncertainty and Quantitative Risk is now archived and no
longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.
Volume 1, issue 1, December 2016
9 articles in this issue
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Backward-forward linear-quadratic mean-field games with major and minor agents
Authors
- Jianhui Huang
- Shujun Wang
- Zhen Wu
- Content type: Research
- Open Access
- Published: 01 December 2016
- Article: 8
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Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
Authors
- Huyên Pham
- Content type: Research
- Open Access
- Published: 01 December 2016
- Article: 7
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Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs
Authors
- Ibrahim Ekren
- Jianfeng Zhang
- Content type: Research
- Open Access
- Published: 01 December 2016
- Article: 6
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Editorial
Authors
- Shige Peng
- Rainer Buckdahn
- Juan Li
- Content type: Editorial
- Open Access
- Published: 16 August 2016
- Article: 5
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On approximation of BSDE and multi-step MLE-processes
Authors
- Yu A. Kutoyants
- Content type: Research
- Open Access
- Published: 16 August 2016
- Article: 4
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Pathwise no-arbitrage in a class of Delta hedging strategies
Authors
- Alexander Schied
- Iryna Voloshchenko
- Content type: Research
- Open Access
- Published: 16 August 2016
- Article: 3
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Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
Authors
- Xun Li
- Jingrui Sun
- Jiongmin Yong
- Content type: Research
- Open Access
- Published: 16 August 2016
- Article: 2
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Portfolio theory for squared returns correlated across time
Authors
- Ernst Eberlein
- Dilip B. Madan
- Content type: Research
- Open Access
- Published: 16 August 2016
- Article: 1