The Robust Superreplication Problem: A Dynamic Approach (Q5215985): Difference between revisions

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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+The robust pricing–hedging duality for American options in discrete time financial markets
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+Pathwise superhedging on prediction sets
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+ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS
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+Pathwise superreplication via Vovk's outer measure
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+ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
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+Super-replication price: it can be ok
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+THE RANGE OF TRADED OPTION PRICES
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