Pages that link to "Item:Q2341632"
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The following pages link to Arbitrage and duality in nondominated discrete-time models (Q2341632):
Displaying 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Constrained optimal transport (Q1702545) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Term structure modeling under volatility uncertainty (Q2120604) (← links)
- The directional optimal transport (Q2135274) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Realistic models of financial market and structural stability (Q2230057) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Conditional nonlinear expectations (Q2289810) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
