The following pages link to (Q4429139):
Displaying 12 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- The super-replication problem via probabilistic methods (Q1413690) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Superhedging under ratio constraint (Q1657512) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- A stochastic target approach for P\&L matching problems (Q2925345) (← links)
- Hedging costs for two large investors (Q3017913) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
- Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)