Pages that link to "Item:Q1387767"
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The following pages link to Hedging American contingent claims with constrained portfolios (Q1387767):
Displayed 43 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Superhedging under ratio constraint (Q1657512) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- The cheapest hedge. (Q1864980) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Investment under ambiguity with the best and worst in mind (Q1932543) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- On the stochastic control-stopping problem (Q2168027) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- Exit option for a class of profit functions (Q3174920) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
- ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
- Game approach to the optimal stopping problem† (Q5711150) (← links)
- Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553) (← links)
- Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)