Pages that link to "Item:Q2235871"
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The following pages link to Pricing without no-arbitrage condition in discrete time (Q2235871):
Displaying 6 items.
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← 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)
