F. Penkner
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Person:354187
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A model-free version of the fundamental theorem of asset pricing and the super-replication theorem Mathematical Finance | 2016-04-14 | Paper |
| A trajectorial interpretation of Doob's martingale inequalities The Annals of Applied Probability | 2013-09-05 | Paper |
| Model-independent bounds for option prices -- a mass transport approach Finance and Stochastics | 2013-07-18 | Paper |
Research outcomes over time
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