Pages that link to "Item:Q743096"
From MaRDI portal
The following pages link to Hedging of game options under model uncertainty in discrete time (Q743096):
Displaying 16 items.
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- On Hedging American Options under Model Uncertainty (Q5258452) (← links)
- Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
- Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas (Q5439653) (← links)
