MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003): Difference between revisions

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+Arbitrage Theory in Continuous Time
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+Normal rank
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+Robust Hedging of Barrier Options
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+Normal rank
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+Expensive martingales
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+Normal rank
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+Hedging variance options on continuous semimartingales
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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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+THE RANGE OF TRADED OPTION PRICES
@@ Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank @@
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+Recovering a time-homogeneous stock price process from perpetual option prices
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES
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+Constructing time-homogeneous generalized diffusions consistent with optimal stopping values
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+Robust hedging of the lookback option
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+Normal rank
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+Some Remarks on Functions with One-Sided Derivatives
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