A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:08, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM |
scientific article |
Statements
A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (English)
0 references
14 April 2016
0 references
model-independent pricing
0 references
fundamental theorem of asset pricing
0 references
super-replication theorem
0 references
arbitrage
0 references
semi-static strategy
0 references
