A unified framework for robust modelling of financial markets in discrete time (Q2049549): 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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+Exponential utility maximization under model uncertainty for unbounded endowments
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+Duality for increasing convex functionals with countably many marginal constraints
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+Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
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+ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS
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+Stochastic optimal control. The discrete time case
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+The Pricing of Options and Corporate Liabilities
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+No-arbitrage with multiple-priors in discrete time
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+Relative Interiors of Convex Hulls
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+Arbitrage and duality in nondominated discrete-time models
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+Pointwise Arbitrage Pricing Theory in Discrete Time
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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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+The Robust Superreplication Problem: A Dynamic Approach
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+ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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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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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+THE RANGE OF TRADED OPTION PRICES
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+A general version of the fundamental theorem of asset pricing
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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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+Stochastic Finance
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+Robust pricing-hedging dualities in continuous time
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+Q4905685
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+Financial options and statistical prediction intervals
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+UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME
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+Q4657107
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+Financial economics without probabilistic prior assumptions
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+Variational Analysis
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+Probability and Finance
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+Continuous-time trading and the emergence of probability
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