Model-free CPPI (Q1994390): Difference between revisions

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+Q4267848
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+Effectiveness of CPPI strategies under discrete-time trading
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+Pricing by hedging and no-arbitrage beyond semimartingales
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+Fractional Processes as Models in Stochastic Finance
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+Dynamic spanning without probabilities
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+Theory of constant proportion portfolio insurance
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+Robust Hedging of Barrier Options
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+Consistent variance curve models
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+Arbitrage in fractional Brownian motion models
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
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+Robust Hedging of Double Touch Barrier Options
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+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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+Q3911166
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+Q4408025
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+Stochastic finance. An introduction in discrete time
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+Probabilistic aspects of finance
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+Maxmin expected utility with non-unique prior
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+One-Dimensional Pricing of CPPI
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+Tolerance to arbitrage
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+Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models
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+Introduction to stochastic calculus for finance. A new didactic approach.
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