Market delay and \(G\)-expectations (Q2289806): Difference between revisions

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+A Delayed Black and Scholes Formula
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+Super-replication with fixed transaction costs
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+The scaling limit of superreplication prices with small transaction costs in the multivariate case
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+Duality and convergence for binomial markets with friction
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+Mean-Variance Hedging Under Partial Information
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+BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS
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+Central limit theorems for local martingales
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+Stochastic Control with Delayed Information and Related Nonlinear Master Equation
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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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