Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166)
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scientific article
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| English | Robust pricing and hedging under trading restrictions and the emergence of local martingale models |
scientific article |
Statements
Robust pricing and hedging under trading restrictions and the emergence of local martingale models (English)
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7 September 2016
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robust pricing and hedging
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financial bubble
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local martingale models
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pricing-hedging duality
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trading restrictions
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short selling constraint
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martingale optimal transport
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