Pages that link to "Item:Q1413690"
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The following pages link to The super-replication problem via probabilistic methods (Q1413690):
Displaying 8 items.
- Consistent price systems in multiasset markets (Q448327) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729) (← links)
