A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM

DOI10.1111/mafi.12060zbMath1378.91129arXiv1301.5568OpenAlexW2169203802MaRDI QIDQ2799994

Mathias Beiglböck, Beatrice Acciaio, Walter Schachermayer, Friedrich Penkner

Publication date: 14 April 2016

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.5568

zbMATH Keywords

arbitrage fundamental theorem of asset pricing model-independent pricing super-replication theorem semi-static strategy

Mathematics Subject Classification ID

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