Pages that link to "Item:Q2799994"

The following pages link to A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994):

Displaying 36 items.

• Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
• ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
• Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• A pointwise bipolar theorem (Q4621359) (← links)
• BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
• Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
• Robust statistical arbitrage strategies (Q4991081) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• Robust deep hedging (Q5092659) (← links)
• Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
• Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
• Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
• Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
• The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
• No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
• (Q5227506) (← links)
• On Hedging American Options under Model Uncertainty (Q5258452) (← links)
• ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
• Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
• MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• An optimal transport-based characterization of convex order (Q6184350) (← links)
• Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
• Pricing interest rate derivatives under volatility uncertainty (Q6549593) (← links)
• Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367) (← links)
• On entropy martingale optimal transport theory (Q6581903) (← links)
• On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
• Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
• Neural networks can detect model-free static arbitrage strategies (Q6622697) (← links)
• Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)