Pages that link to "Item:Q5241566"
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The following pages link to The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566):
Displaying 27 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Conditional nonlinear expectations (Q2289810) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
- Pricing interest rate derivatives under volatility uncertainty (Q6549593) (← links)
- A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
