Pages that link to "Item:Q468414"

The following pages link to Robust hedging with proportional transaction costs (Q468414):

Displaying 33 items.

• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• Consistent price systems under model uncertainty (Q261917) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• Constrained optimal transport (Q1702545) (← links)
• Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
• A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Martingale optimal transport duality (Q2664166) (← 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)
• Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← 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)
• Strategic Execution Trajectories (Q6040003) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)