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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael, (2000)
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin, (2023)
Analytical methods in economics
Takayama, Akira, (2000)
Uncertain contour process and its application in stock model with floating interest rate
Yao, Kai, (2015)
A no-arbitrage theorem for uncertain stock model
Conditional uncertain set and conditional membership function
Yao, Kai, (2018)