Pages that link to "Item:Q261917"
From MaRDI portal
The following pages link to Consistent price systems under model uncertainty (Q261917):
Displaying 7 items.
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)