Pages that link to "Item:Q4507445"
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The following pages link to Superreplication Under Gamma Constraints (Q4507445):
Displaying 27 items.
- Facelifting in utility maximization (Q261918) (← links)
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- Simplex free adaptive tree fast sweeping and evolution methods for solving level set equations in arbitrary dimension (Q2489696) (← links)
- Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) (← links)
- Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
- OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
- On superhedging under delta constraints (Q4551202) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (Q4796719) (← links)
- LIQUIDITY IN A BINOMIAL MARKET (Q4906530) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS (Q5483445) (← links)
- Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)
