A unified framework for robust modelling of financial markets in discrete time (Q2049549): Difference between revisions
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Latest revision as of 21:31, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified framework for robust modelling of financial markets in discrete time |
scientific article |
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A unified framework for robust modelling of financial markets in discrete time (English)
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27 August 2021
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robust pricing and hedging
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superhedging
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model-independent arbitrage
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dynamic programming principle
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