Pages that link to "Item:Q5109989"
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The following pages link to Robust martingale selection problem and its connections to the no‐arbitrage theory (Q5109989):
Displaying 5 items.
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Martingale selection problem and asset pricing in finite discrete time (Q2461006) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)