Super-replication price: it can be ok
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Publication:4615501
DOI10.1051/PROC/201864054zbMATH Open1419.91606OpenAlexW2900640252MaRDI QIDQ4615501FDOQ4615501
Authors: Laurence Carassus, Tiziano Vargiolu 
Publication date: 29 January 2019
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201864054
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Cited In (16)
- Comparison of two methods for superreplication
- Realistic models of financial market and structural stability
- Superreplication of Options on Several Underlying Assets
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints and Bellman-Isaacs equations
- The robust superreplication problem: a dynamic approach
- Title not available (Why is that?)
- Superreplication under model uncertainty in discrete time
- Short communication: Super-replication prices with multiple priors in discrete time
- Guaranteed deterministic approach to superhedging: case of binary European option
- Super-replication in fully incomplete markets
- Pricing without no-arbitrage condition in discrete time
- Super-replication of life-contingent options under the Black-Scholes framework
- Scaling limits for super-replication with transient price impact
- A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market
- On the super replication price of unbounded claims
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