Affine processes under parameter uncertainty T Fadina, A Neufeld, T Schmidt
Probability, uncertainty and quantitative risk 4, 1-35, 2019
38 2019 Parametric measures of variability induced by risk measures F Bellini, T Fadina, R Wang, Y Wei
Insurance: Mathematics and Economics 106, 270-284, 2022
15 2022 Default ambiguity T Fadina, T Schmidt
Risks 7 (2), 64, 2019
10 2019 A Framework for Measures of Risk under Uncertainty T Fadina, Y Liu, R Wang
Available at SSRN 3943660, 2021
6 2021 One axiom to rule them all: A minimalist axiomatization of quantiles T Fadina, P Liu, R Wang
SIAM Journal on Financial Mathematics 14 (2), 644-662, 2023
4 2023 Weak approximation of G-expectation with discrete state space T Fadina, F Herzberg
SSRN Electronic Journal 2394317, 2015
4 2015 One axiom to rule them all: An axiomatization of quantiles T Fadina, P Liu, W Ruodu
SSRN Electronic Journal 3944312, 2021
1 2021 Ambiguity in defaultable term structure models T Fadina, T Schmidt
arXiv preprint arXiv:1801.10498, 2018
1 2018 The Unfairness of -Fairness T Fadina, T Schmidt
arXiv preprint arXiv:2405.09360, 2024
2024 Optimal reinsurance with model uncertainty T Fadina
2023 Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty T Fadina, J Hu, P Liu, Y Xia
Available at SSRN 4385711, 2023
2023 Parametric measures of variability induced by risk measures T Fadina, F Bellini, R Wang, Y Wei
arXiv, 2021
2021 Hyperfinite construction of G -expectation T Fadina, F Herzberg
Stochastics 91 (1), 52-66, 2019
2019 Nonstandard analysis for G-Stochastic calculus TR Fadina
Universitätsbibliothek Bielefeld, 2015
2015 Weak approximation of G-expectation T Fadina, F Herzberg
Center for Mathematical Economics Working Papers, 2014
2014 Fourier methods for pricing early-exercise options under levy dynamics TR Fadina
Stellenbosch: Stellenbosch University, 2012
2012