Pages that link to "Item:Q4979885"
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The following pages link to AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885):
Displayed 23 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Random optimization on random sets (Q2304911) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- On Supremal and Maximal Sets with Respect to Random Partial Orders (Q2805760) (← links)
- PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q2836219) (← links)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports (Q5014533) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
- Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems (Q5883318) (← links)
