Arbitrage and Hedging in Model-Independent Markets with Frictions
Metadata only
Date
2016Type
- Journal Article
Publication status
publishedExternal links
Journal / series
SIAM Journal on Financial MathematicsVolume
Pages / Article No.
Publisher
SIAMSubject
Model uncertainty; Transaction costs; First fundamental theorem of asset pricing; Superhedging; Robust financeOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Published online 22 November 2016.More
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