Pages that link to "Item:Q5367496"
From MaRDI portal
The following pages link to SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (Q5367496):
Displaying 9 items.
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)