Pages that link to "Item:Q1365848"
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The following pages link to Optional decompositions under constraints (Q1365848):
Displaying 50 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Optional decomposition and Lagrange multipliers (Q1381482) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (Q1877518) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
- Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables (Q2124686) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Asymptotic pricing in large financial markets (Q2466791) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
