Pages that link to "Item:Q309166"

The following pages link to Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166):

Displaying 9 items.

• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Financial asset price bubbles under model uncertainty (Q2296108) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)