On the super-replicating approach when trading a derivative is limited
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Cites work
- A general version of the fundamental theorem of asset pricing
- A martingale characterization of consumption choices and hedging costs with margin requirements
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
- Hedging American contingent claims with constrained portfolios
- Hedging contingent claims with constrained portfolios
- Martingale and Duality Methods for Utility Maximization in an Incomplete Market
- On the pricing of contingent claims under constraints
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
- Optional decompositions under constraints
- Quantile hedging
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