No-Arbitrage and Hedging with Liquid American Options (Q5219726): Difference between revisions

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+W3124320429
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+.01327
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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+Arbitrage, hedging and utility maximization using semi-static trading strategies with American options
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+SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY
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+On Hedging American Options under Model Uncertainty
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+Model-independent bounds for option prices -- a mass transport approach
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+Arbitrage and duality in nondominated discrete-time models
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+A Note on Market Completeness with American Put Options
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+MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS
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+THE RANGE OF TRADED OPTION PRICES
@@ Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank @@
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+Q3959878
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+Continuity Properties of Optimal Stopping Value
@@ Property / cites work: Continuity Properties of Optimal Stopping Value / rank @@
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+Model uncertainty and the pricing of American options
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+Some Minimax Theorems.
@@ Property / cites work: Some Minimax Theorems. / rank @@
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+Publication:5219726