A unified framework for robust modelling of financial markets in discrete time
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Publication:2049549
DOI10.1007/s00780-021-00454-7zbMath1469.91051arXiv1808.06430OpenAlexW3170967628MaRDI QIDQ2049549
Publication date: 27 August 2021
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.06430
Related Items (5)
Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time ⋮ Pathwise superhedging under proportional transaction costs ⋮ MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION ⋮ Unnamed Item ⋮ The Robust Superreplication Problem: A Dynamic Approach
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