Pricing without no-arbitrage condition in discrete time (Q2235871)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing without no-arbitrage condition in discrete time |
scientific article |
Statements
Pricing without no-arbitrage condition in discrete time (English)
0 references
22 October 2021
0 references
financial market models
0 references
super-hedging prices
0 references
AIP condition
0 references
conditional support
0 references
essential supremum
0 references