Pages that link to "Item:Q1872495"
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The following pages link to Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495):
Displayed 17 items.
- Facelifting in utility maximization (Q261918) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
- On using shadow prices in portfolio optimization with transaction costs (Q990383) (← links)
- The super-replication problem via probabilistic methods (Q1413690) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- On the dual of the solvency cone (Q2345609) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
