Pages that link to "Item:Q5258452"

The following pages link to On Hedging American Options under Model Uncertainty (Q5258452):

Displaying 13 items.

• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
• Robust bounds for the American put (Q1739057) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Duality for pathwise superhedging in continuous time (Q1999600) (← links)
• Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
• Transport plans with domain constraints (Q2045149) (← links)
• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
• Robust pricing and hedging around the globe (Q2299582) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
• SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (Q5367496) (← links)