Pages that link to "Item:Q1365848"

The following pages link to Optional decompositions under constraints (Q1365848):

Displaying 40 items.

• Robust utility maximization in terms of supermartingale measures (Q2674656) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977) (← links)
• A stochastic target approach for P\&L matching problems (Q2925345) (← links)
• THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
• A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
• Hedging costs for two large investors (Q3017913) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• Convergence in the Semimartingale Topology and Constrained Portfolios (Q3086809) (← links)
• Pricing with non-smooth utility function (Q3396066) (← links)
• Risk Measures and Robust Optimization Problems (Q3424149) (← links)
• DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
• On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
• Robust optimization of consumption with random endowment (Q3541204) (← links)
• Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model (Q4548070) (← links)
• Super-replication price: it can be ok (Q4615501) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
• A characterization of the set of local martingale measures (Q4687208) (← links)
• On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
• Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
• No Arbitrage Theory for Bond Markets (Q4976509) (← links)
• Stability of the Indirect Utility Process (Q4999900) (← links)
• On representations of the set of supermartingale measures and applications in continuous time (Q5086418) (← links)
• The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
• SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
• Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
• Game approach to the optimal stopping problem† (Q5711150) (← links)
• (Q5856511) (← links)
• Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
• On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
• Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
• Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
• Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
• Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)
• Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
• Relative weak compactness in infinite-dimensional Fefferman-Meyer duality (Q6640914) (← links)
• Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
• Limit theorems for \(\sigma\)-localized Émery convergence (Q6652481) (← links)