ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
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Publication:5371133
DOI10.1111/MAFI.12110zbMath1411.91543arXiv1410.4962OpenAlexW2143724145MaRDI QIDQ5371133
Constantinos Kardaras, Marcel Nutz, Sara Biagini, Bruno Bouchard
Publication date: 24 October 2017
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.4962
fundamental theorem of asset pricingarbitrage of the first kindnondominated modelsuperhedging duality
Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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