Pages that link to "Item:Q2953942"
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The following pages link to Arbitrage and Hedging in Model-Independent Markets with Frictions (Q2953942):
Displayed 8 items.
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- (Q5044308) (← 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)