Pages that link to "Item:Q1761399"
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The following pages link to The interval market model in mathematical finance. Game-theoretic methods (Q1761399):
Displaying 16 items.
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- Guaranteed deterministic approach to superhedging: a numerical experiment (Q2130707) (← links)
- Guaranteed deterministic approach to superhedging: structural stability and approximation (Q2130718) (← links)
- Game-theoretic optimal portfolios for jump diffusions (Q2183976) (← links)
- Realistic models of financial market and structural stability (Q2230057) (← links)
- Guaranteed deterministic approach to superhedging: case of binary European option (Q2664861) (← links)
- Guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behavior and the moment problem (Q2689635) (← links)
- (Q3120795) (← links)
- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports (Q5014533) (← links)
- Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
- (Q5143140) (← links)
- Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function (Q5355197) (← links)
- A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints (Q5883333) (← links)
- A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market (Q6495219) (← links)
- Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
