Pages that link to "Item:Q744974"
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The following pages link to Robust superhedging with jumps and diffusion (Q744974):
Displaying 23 items.
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- A model‐free approach to continuous‐time finance (Q6054452) (← links)
- Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Nonlinear semimartingales and Markov processes with jumps (Q6667648) (← links)
