Pages that link to "Item:Q5700645"

The following pages link to An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints (Q5700645):

Displaying 11 items.

• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• Arbitrage and deflators in illiquid markets (Q483698) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513) (← links)
• Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (Q2691547) (← links)
• GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
• SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)