Robust pricing-hedging dualities in continuous time (Q1650938)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust pricing-hedging dualities in continuous time |
scientific article |
Statements
Robust pricing-hedging dualities in continuous time (English)
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16 July 2018
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robust pricing and hedging
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pricing-hedging duality
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martingale optimal transport
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path space restrictions
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pathwise modelling
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