A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994): Difference between revisions

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Revision as of 08:31, 19 April 2024

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A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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    A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (English)
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    14 April 2016
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    model-independent pricing
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    fundamental theorem of asset pricing
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    super-replication theorem
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    arbitrage
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    semi-static strategy
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