Model-free superhedging duality (Q2403133)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-free superhedging duality |
scientific article |
Statements
Model-free superhedging duality (English)
0 references
15 September 2017
0 references
superhedging theorem
0 references
model independent market
0 references
model uncertainty
0 references
robust duality
0 references
finite support martingale measure
0 references
analytic sets
0 references
