Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166): Difference between revisions

@@ Property / author @@
+Alexander Matthew Gordon Cox
@@ Property / author: Alexander Matthew Gordon Cox / rank @@
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+Mathematica
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+.0551
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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS
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