Martingale inequalities and deterministic counterparts (Q2514287)

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Martingale inequalities and deterministic counterparts
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    Statements

    title
    Martingale inequalities and deterministic counterparts (English)
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    author
    Mathias Beiglböck
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    Marcel Nutz
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    publication date
    3 February 2015
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    zbMATH Keywords
    martingale inequality
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    concave envelope
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    fixed point
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    robust hedging
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    Identifiers

    DOI
    10.1214/EJP.v19-3270
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    zbMATH DE Number
    6394951
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    arXiv ID
    1401.4698
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