Pages that link to "Item:Q1999600"
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The following pages link to Duality for pathwise superhedging in continuous time (Q1999600):
Displaying 24 items.
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- A model‐free approach to continuous‐time finance (Q6054452) (← links)
- Pricing interest rate derivatives under volatility uncertainty (Q6549593) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)