Pages that link to "Item:Q728009"
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The following pages link to Duality for increasing convex functionals with countably many marginal constraints (Q728009):
Displaying 18 items.
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← 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)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- A pointwise bipolar theorem (Q4621359) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
