Pages that link to "Item:Q5739151"
From MaRDI portal
The following pages link to Convex Duality with Transaction Costs (Q5739151):
Displaying 5 items.
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)