Robust pricing-hedging dualities in continuous time (Q1650938): Difference between revisions

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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS
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+Pathwise superreplication via Vovk's outer measure
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+Model-independent bounds for option prices -- a mass transport approach
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+ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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+ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
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+Robust pricing and hedging under trading restrictions and the emergence of local martingale models
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+Robust pricing and hedging of double no-touch options
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+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Robust hedging with proportional transaction costs
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+Martingale optimal transport and robust hedging in continuous time
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+Martingale optimal transport in the Skorokhod space
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+The inverse first-passage problem and optimal stopping
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+Model-independent superhedging under portfolio constraints
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+Tightness and duality of martingale transport on the Skorokhod space
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+The maximum maximum of a martingale with given \(n\) marginals
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+Robust hedging of the lookback option
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+Uncertain volatility and the risk-free synthesis of derivatives
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+Financial options and statistical prediction intervals
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+ROBUST TRADING OF IMPLIED SKEW
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+Superreplication under volatility uncertainty for measurable claims
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+PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS
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+On the robust superhedging of measurable claims
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+Financial economics without probabilistic prior assumptions
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+Some Minimax Theorems.
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+Continuous-time trading and the emergence of probability
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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+Q129801359
@@ Property / Wikidata QID: Q129801359 / rank @@
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+Publication:1650938