Pages that link to "Item:Q1938969"
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The following pages link to Dual representation of superhedging costs in illiquid markets (Q1938969):
Displayed 12 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- Introduction to the special issue: Stochastic financial economics, Volume 2 (Q1938968) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)