This survey paper presents some new advances in theoretical aspects of differential game theory. We particular focus on three topics: differential games with state constraints; backward stochastic differential equations approach to stochastic differential games; differential games with...

We propose an equilibrium framework within which to price financial securities written on non- tradable underlyings such as temperature indices. We analyze a financial market with a finite set of agents whose preferences are described by a convex dynamic risk measure generated by the solution of...

We propose an equilibrium framework within which to price financial securities written on non- tradable underlyings such as temperature indices. We analyze a financial market with a finite set of agents whose preferences are described by a convex dynamic risk measure generated by the solution of...