Pages that link to "Item:Q5108229"
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The following pages link to Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229):
Displaying 20 items.
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Realistic models of financial market and structural stability (Q2230057) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Conditional nonlinear expectations (Q2289810) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Guaranteed deterministic approach to superhedging: case of binary European option (Q2664861) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
- Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions (Q6143820) (← links)
- A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market (Q6495219) (← links)
- Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
