Pages that link to "Item:Q1938969"

The following pages link to Dual representation of superhedging costs in illiquid markets (Q1938969):

Displaying 19 items.

• Superreplication when trading at market indifference prices (Q261922) (← links)
• A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
• Stochastic programs without duality gaps (Q1925782) (← links)
• Introduction to the special issue: Stochastic financial economics, Volume 2 (Q1938968) (← links)
• Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
• Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
• Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• Efficient Allocations in Double Auction Markets (Q5085155) (← links)
• Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
• Risk measures beyond frictionless markets (Q6557369) (← links)