Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229)

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scientific article; zbMATH DE number 7195285
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Pointwise Arbitrage Pricing Theory in Discrete Time
scientific article; zbMATH DE number 7195285

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    Pointwise Arbitrage Pricing Theory in Discrete Time (English)
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    30 April 2020
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    robust modelling approach
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    fundamental theorem of asset pricing
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    superhedging duality
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    semistatic optimization
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    pointwise stochastic analysis
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    arbitrage pricing theory
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    model ambiguity
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    Knightian uncertainty
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