Duality for pathwise superhedging in continuous time
Metadata only
Datum
2017Typ
- Working Paper
ETH Bibliographie
yes
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Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
arXivSeiten / Artikelnummer
Verlag
Cornell UniversityThema
pathwise superhedging, pricing-hedging duality, Vovk’s outer measure, semi-static hedging, martingale measuresOrganisationseinheit
03845 - Teichmann, Josef / Teichmann, Josef
Anmerkungen
Submitted on 8 May 2017ETH Bibliographie
yes
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