Pages that link to "Item:Q303967"

The following pages link to Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967):

Displaying 9 items.

• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Scaling limits for super-replication with transient price impact (Q2174997) (← links)
• SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
• Martingale transport with homogeneous stock movements (Q4991072) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)