A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
scientific article

    Statements

    A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    14 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    model-independent pricing
    0 references
    fundamental theorem of asset pricing
    0 references
    super-replication theorem
    0 references
    arbitrage
    0 references
    semi-static strategy
    0 references
    0 references
    0 references