Pages that link to "Item:Q1650938"

The following pages link to Robust pricing-hedging dualities in continuous time (Q1650938):

Displaying 43 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
• Duality for pathwise superhedging in continuous time (Q1999600) (← links)
• Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
• Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
• Peacock geodesics in Wasserstein space (Q2041093) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
• Realistic models of financial market and structural stability (Q2230057) (← links)
• Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
• Stochastic integration and differential equations for typical paths (Q2274218) (← links)
• Pathwise superhedging on prediction sets (Q2282966) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• Robust estimation of superhedging prices (Q2656605) (← links)
• Martingale optimal transport duality (Q2664166) (← links)
• Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
• ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
• Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• Robust deep hedging (Q5092659) (← links)
• Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
• Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
• Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
• Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
• The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
• Model Uncertainty: A Reverse Approach (Q5868802) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Neural network approximation for superhedging prices (Q6054449) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• A càdlàg rough path foundation for robust finance (Q6181520) (← links)
• Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)