Collective completeness and pricing hedging duality

DOI10.1007/S11579-025-00393-3MaRDI QIDQ6876158zbMATH OpenFDO

Authors Alessandro Doldi, Marco Frittelli, Marco Maggis

Publication date 13 January 2026

Published in Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/2434/1177240

zbMATH Keywords

arbitragecooperation completenessfundamental theorem of asset pricingsegmented marketssuper-replication

Mathematics Subject Classification ID

Financial markets (91G15) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites work

• Arbitrage and duality in nondominated discrete-time models
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• Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions
• Stochastic finance. An introduction in discrete time.
• Sul significato soggettivo della probabilità.
• Systemic optimal risk transfer equilibrium
• The mathematics of arbitrage

Cited in

(1)

• Collective arbitrage and the value of cooperation

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