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Latest revision as of 13:41, 12 July 2024

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Robust pricing and hedging under trading restrictions and the emergence of local martingale models
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    Robust pricing and hedging under trading restrictions and the emergence of local martingale models (English)
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    7 September 2016
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    robust pricing and hedging
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    financial bubble
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    local martingale models
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    pricing-hedging duality
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    trading restrictions
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    short selling constraint
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    martingale optimal transport
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