Duality for pathwise superhedging in continuous time
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Author / Producer
Date
2017
Publication Type
Working Paper
ETH Bibliography
yes
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published
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Publisher
Cornell University
Event
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Software
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Date created
Subject
pathwise superhedging, pricing-hedging duality, Vovk’s outer measure, semi-static hedging, martingale measures
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Submitted on 8 May 2017