Pages that link to "Item:Q1381482"

The following pages link to Optional decomposition and Lagrange multipliers (Q1381482):

Displaying 48 items.

• Probabilistic aspects of finance (Q373529) (← links)
• Essential supremum with respect to a random partial order (Q393278) (← links)
• A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
• Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
• The efficient hedging problem for American options (Q483722) (← links)
• Risk-averse asymptotics for reservation prices (Q635966) (← links)
• Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
• Market viability via absence of arbitrage of the first kind (Q693030) (← links)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
• Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
• Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
• Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
• Optional decompositions under constraints (Q1365848) (← links)
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• The lower Snell envelope of smooth functions: an optional decomposition (Q1748562) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
• A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
• A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
• Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
• On representations of the set of supermartingale measures and applications in discrete time (Q2401121) (← links)
• Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
• On convergence to the exponential utility problem (Q2464849) (← links)
• Robust utility maximization with limited downside risk in incomplete markets (Q2464861) (← links)
• Asymptotic pricing in large financial markets (Q2466791) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• (Q3120795) (← links)
• Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
• (Q4263612) (← links)
• (Q4384414) (← links)
• A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
• Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)
• European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
• (Q5856511) (← links)
• A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints (Q5883333) (← links)
• Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)
• Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
• Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
• No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
• A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)