Pages that link to "Item:Q2343120"
From MaRDI portal
The following pages link to Financial economics without probabilistic prior assumptions (Q2343120):
Displaying 12 items.
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Optimal payoffs for directionally closed acceptance sets (Q5052579) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- (Q5227506) (← links)
