A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM |
scientific article |
Statements
A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (English)
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14 April 2016
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model-independent pricing
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fundamental theorem of asset pricing
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super-replication theorem
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arbitrage
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semi-static strategy
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