Pages that link to "Item:Q1877518"

The following pages link to Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (Q1877518):

Displaying 7 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• Maturity randomization for stochastic control problems (Q2496502) (← links)
• Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
• The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)