Pages that link to "Item:Q4607049"
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The following pages link to Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049):
Displayed 30 items.
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Constrained optimal transport (Q1702545) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
- Robust deep hedging (Q5092659) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Short Communication: Robust Market-Adjusted Systemic Risk Measures (Q5162851) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- (Q5227506) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← 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)
- Convex increasing functionals on $C_b(X)$ spaces (Q6135681) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)