Pages that link to "Item:Q2049551"
From MaRDI portal
The following pages link to A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551):
Displaying 7 items.
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)