A note on super-hedging for investor-producers (Q2392019): Difference between revisions

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-Adrien Nguyen Huu
@@ Property / author: Adrien Nguyen Huu / rank @@
-Normal rank
@@ Property / author @@
+Adrien Nguyen Huu
@@ Property / author: Adrien Nguyen Huu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2111868482
@@ Property / OpenAlex ID: W2111868482 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4740
@@ Property / arXiv ID: 1112.4740 / rank @@
+Normal rank
@@ Property / cites work @@
+A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
+Normal rank
@@ Property / cites work @@
+NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+A super-replication theorem in Kabanov's model of transaction costs
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The existence of absolutely continuous local martingale measures
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+Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
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@@ Property / cites work @@
+Markets with transaction costs. Mathematical theory.
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+Q2725602
@@ Property / cites work: Q2725602 / rank @@
+Normal rank
@@ Property / cites work @@
+On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
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+Optimization in the Energy Industry
@@ Property / cites work: Optimization in the Energy Industry / rank @@
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging of Claims with Physical Delivery under Convex Transaction Costs
+Normal rank
@@ Property / cites work @@
+Q3400717
@@ Property / cites work: Q3400717 / rank @@
+Normal rank
@@ Property / cites work @@
+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2392019