Pages that link to "Item:Q388916"
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The following pages link to Superreplication under volatility uncertainty for measurable claims (Q388916):
Displaying 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Market delay and \(G\)-expectations (Q2289806) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Utility maximization under model uncertainty in discrete time (Q2799995) (← links)
- Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- (Q3120795) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs (Q5448739) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Mean viability theorems and second-order Hamilton-Jacobi equations (Q6555692) (← links)
