Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G99
@@ Property / Mathematics Subject Classification ID: 91G99 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6624315
@@ Property / zbMATH DE Number: 6624315 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust pricing and hedging
@@ Property / zbMATH Keywords: robust pricing and hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial bubble
@@ Property / zbMATH Keywords: financial bubble / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local martingale models
@@ Property / zbMATH Keywords: local martingale models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pricing-hedging duality
@@ Property / zbMATH Keywords: pricing-hedging duality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trading restrictions
@@ Property / zbMATH Keywords: trading restrictions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+short selling constraint
@@ Property / zbMATH Keywords: short selling constraint / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+martingale optimal transport
@@ Property / zbMATH Keywords: martingale optimal transport / rank @@
+Normal rank

Revision as of 23:37, 27 June 2023