Pages that link to "Item:Q303967"
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The following pages link to Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967):
Displaying 16 items.
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
- SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- (Q4673214) (← links)
- Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
