Pages that link to "Item:Q4607049"

The following pages link to Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049):

Displaying 31 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)
• MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← 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)