Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049)
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scientific article; zbMATH DE number 6849037
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| English | Duality Formulas for Robust Pricing and Hedging in Discrete Time |
scientific article; zbMATH DE number 6849037 |
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Duality Formulas for Robust Pricing and Hedging in Discrete Time (English)
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12 March 2018
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robust price bounds
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superhedging
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subhedging
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robust fundamental theorem of asset pricing
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transaction costs
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trading constraints
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risk measures
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0.9488871
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0.9210787
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0.8864276
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0.8861658
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0.8826951
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0.87646973
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0.8745943
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