Pages that link to "Item:Q3563690"
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The following pages link to Hedging of Claims with Physical Delivery under Convex Transaction Costs (Q3563690):
Displayed 31 items.
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Essential supremum and essential maximum with respect to random preference relations (Q393279) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Convex integral functionals of regular processes (Q1747792) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- Liquidity-adjusted risk measures (Q1938958) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Optional and predictable projections of normal integrands and convex-valued processes (Q2359142) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)