Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229): 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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+Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
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+SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY
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+Model-independent bounds for option prices -- a mass transport approach
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+Complete duality for martingale optimal transport on the line
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+The Pricing of Options and Corporate Liabilities
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+Arbitrage and duality in nondominated discrete-time models
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+Robust Hedging of Barrier Options
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+Universal arbitrage aggregator in discrete-time markets under uncertainty
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+Model-free superhedging duality
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+Duality Formulas for Robust Pricing and Hedging in Discrete Time
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+Robust Hedging of Double Touch Barrier Options
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+Robust pricing and hedging of double no-touch options
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+Root's barrier: construction, optimality and applications to variance options
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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+THE RANGE OF TRADED OPTION PRICES
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+Sul significato soggettivo della probabilità
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+Q3996620
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+A general version of the fundamental theorem of asset pricing
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+ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Martingale optimal transport and robust hedging in continuous time
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+Convex Duality with Transaction Costs
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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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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+Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
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+Robust pricing-hedging dualities in continuous time
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+A simple approach to arbitrage pricing theory
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+A Proof of Projective Determinacy
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+Q4905685
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+Financial options and statistical prediction intervals
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+Financial economics without probabilistic prior assumptions
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+Variational Analysis
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+Martingale representation theorem for the \(G\)-expectation
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+Quasi-sure stochastic analysis through aggregation
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+Some Minimax Theorems.
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