F. Penkner
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A model-free version of the fundamental theorem of asset pricing and the super-replication theorem Mathematical Finance | 2016-04-14 | Paper |
| A trajectorial interpretation of Doob's martingale inequalities The Annals of Applied Probability | 2013-09-05 | Paper |
| A trajectorial interpretation of Doob's martingale inequalities The Annals of Applied Probability | 2013-09-05 | Paper |
| Model-independent bounds for option prices -- a mass transport approach Finance and Stochastics | 2013-07-18 | Paper |
Research outcomes over time
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