Pages that link to "Item:Q2235871"
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The following pages link to Pricing without no-arbitrage condition in discrete time (Q2235871):
Displaying 17 items.
- No double discount: condition-based simultaneity yields limited gain (Q418187) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- (Q3504635) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- The no-arbitrage pricing of non-traded assets (Q6076760) (← links)
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market (Q6495219) (← links)
- Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
- A short note on super-hedging an arbitrary number of European options with integer-valued strategies (Q6582436) (← links)
- Conditional indicators (Q6606305) (← links)
- Approximation and asymptotics in the superhedging problem for binary options (Q6655447) (← links)
- Quasi-sure essential supremum and applications to finance (Q6659482) (← links)
