Pages that link to "Item:Q1877518"
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The following pages link to Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (Q1877518):
Displaying 13 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Superreplication of European multiasset derivatives with bounded stochastic volatility (Q1397041) (← links)
- Superreplication in stochastic volatility models and optimal stopping (Q1584194) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Maturity randomization for stochastic control problems (Q2496502) (← links)
- Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
- (Q4673214) (← links)
- A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (Q4796719) (← links)
- Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)
