Quasi-sure essential supremum and applications to finance (Q6659482)
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scientific article; zbMATH DE number 7963955
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|---|---|---|---|
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| English | Quasi-sure essential supremum and applications to finance |
scientific article; zbMATH DE number 7963955 |
Statements
Quasi-sure essential supremum and applications to finance (English)
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9 January 2025
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quasi-sure essential supremum
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model uncertainty
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non-dominated model
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market with frictions
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superreplication
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absence of instantaneous profit (AIP)
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0.7930859923362732
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0.7751443386077881
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0.7723636627197266
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0.7605047225952148
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0.7603680491447449
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