Pages that link to "Item:Q3456841"
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The following pages link to Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841):
Displaying 8 items.
- Duality and liquidity constraints under uncertainty (Q1350480) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Duality and martingales: a stochastic programming perspective on contingent claims (Q1849531) (← links)
- On the dual of the solvency cone (Q2345609) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)