The following pages link to Model-free superhedging duality (Q2403133):
Displayed 30 items.
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Constrained optimal transport (Q1702545) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Arbitrage and Hedging in Model-Independent Markets with Frictions (Q2953942) (← links)
- (Q3120795) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← 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)
- Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- (Q5227506) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)