Model-free superhedging duality (Q2403133)
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scientific article; zbMATH DE number 6775353
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model-free superhedging duality |
scientific article; zbMATH DE number 6775353 |
Statements
Model-free superhedging duality (English)
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15 September 2017
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superhedging theorem
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model independent market
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model uncertainty
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robust duality
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finite support martingale measure
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analytic sets
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0.8732575178146362
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0.8704115152359009
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0.8421534299850464
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0.8420206904411316
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0.838448166847229
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