Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| (6 intermediate revisions by 5 users not shown) | |||
| Property / author | |||
| Property / author: Alexander Matthew Gordon Cox / rank | |||
| Property / author | |||
| Property / author: Alexander Matthew Gordon Cox / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q59474920 / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Mathematica / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2096772538 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1406.0551 / rank | |||
Normal rank | |||
Latest revision as of 13:25, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust pricing and hedging under trading restrictions and the emergence of local martingale models |
scientific article |
Statements
Robust pricing and hedging under trading restrictions and the emergence of local martingale models (English)
0 references
7 September 2016
0 references
robust pricing and hedging
0 references
financial bubble
0 references
local martingale models
0 references
pricing-hedging duality
0 references
trading restrictions
0 references
short selling constraint
0 references
martingale optimal transport
0 references
