Pages that link to "Item:Q354186"

The following pages link to Duality and convergence for binomial markets with friction (Q354186):

Displaying 21 items.

• Superreplication when trading at market indifference prices (Q261922) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Weak approximation of \(G\)-expectations (Q665446) (← links)
• Approximating stochastic volatility by recombinant trees (Q744390) (← links)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
• Scaling limits for super-replication with transient price impact (Q2174997) (← links)
• Trading with small nonlinear price impact (Q2192738) (← links)
• Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
• Market delay and \(G\)-expectations (Q2289806) (← links)
• Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
• Merton problem in an infinite horizon and a discrete time with frictions (Q2358298) (← links)
• Arbitrage theory for non convex financial market models (Q2403708) (← links)
• UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS (Q2874727) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• Super-replication on illiquid markets—semistatic approach (Q4989152) (← links)
• Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)