Q3120795 (Q3120795): Difference between revisions

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+Sergey N. Smirnov
@@ Property / author: Sergey N. Smirnov / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Q3772035
@@ Property / cites work: Q3772035 / rank @@
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+Q5554005
@@ Property / cites work: Q5554005 / rank @@
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@@ Property / cites work @@
+On the finite temperature formalism in integrable quantum field theories
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+General theorem on a finite support of mixed strategy in the theory of zero-sum games
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+No-arbitrage under a class of honest times
@@ Property / cites work: No-arbitrage under a class of honest times / rank @@
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+Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
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+ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS
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+Q3241581
@@ Property / cites work: Q3241581 / rank @@
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@@ Property / cites work @@
+Q3369469
@@ Property / cites work: Q3369469 / rank @@
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@@ Property / cites work @@
+The interval market model in mathematical finance. Game-theoretic methods
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@@ Property / cites work @@
+Stochastic optimal control. The discrete time case
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+Arbitrage and duality in nondominated discrete-time models
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+Universal arbitrage aggregator in discrete-time markets under uncertainty
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+Model-free superhedging duality
@@ Property / cites work: Model-free superhedging duality / rank @@
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+Super-replication price: it can be ok
@@ Property / cites work: Super-replication price: it can be ok / rank @@
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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@@ Property / cites work @@
+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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@@ Property / cites work @@
+Optional decomposition and Lagrange multipliers
@@ Property / cites work: Optional decomposition and Lagrange multipliers / rank @@
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time.
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@@ Property / cites work @@
+Robust hedging of the lookback option
@@ Property / cites work: Robust hedging of the lookback option / rank @@
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@@ Property / cites work @@
+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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@@ Property / cites work @@
+Q4909834
@@ Property / cites work: Q4909834 / rank @@
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@@ Property / cites work @@
+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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@@ Property / cites work @@
+Superreplication under volatility uncertainty for measurable claims
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@@ Property / cites work @@
+On the Lebesgue measurability and the axiom of determinateness
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@@ Property / cites work @@
+A unified framework for robust modelling of financial markets in discrete time
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@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
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@@ Property / cites work @@
+A model of set-theory in which every set of reals is Lebesgue measurable
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@@ Property / cites work @@
+Dual formulation of second order target problems
@@ Property / cites work: Dual formulation of second order target problems / rank @@
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