Pages that link to "Item:Q2799994"
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The following pages link to A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994):
Displaying 50 items.
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- Robust price bounds for the forward starting straddle (Q486935) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Constrained optimal transport (Q1702545) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The directional optimal transport (Q2135274) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (Q2806359) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
