The following pages link to (Q4981562):
Displaying 4 items.
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- A characterization theorem for unique risk neutral probability measures (Q899862) (← links)
- A Robust Control Framework for Option Pricing (Q4339382) (← links)
- Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function (Q5355197) (← links)