Duality for pathwise superhedging in continuous time
dc.contributor.author
Bartl, Daniel
dc.contributor.author
Kupper, Michael
dc.contributor.author
Prömel, David J.
dc.contributor.author
Tangpi, Ludovic
dc.date.accessioned
2017-08-30T11:13:02Z
dc.date.available
2017-08-30T09:34:27Z
dc.date.available
2017-08-30T10:55:41Z
dc.date.available
2017-08-30T11:13:02Z
dc.date.issued
2017
dc.identifier.uri
http://hdl.handle.net/20.500.11850/181750
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.subject
pathwise superhedging, pricing-hedging duality, Vovk’s outer measure, semi-static hedging, martingale measures
en_US
dc.title
Duality for pathwise superhedging in continuous time
en_US
dc.type
Working Paper
ethz.journal.title
arXiv
ethz.pages.start
arXiv:1705.02933
en_US
ethz.size
26 p.
en_US
ethz.notes
Submitted on 8 May 2017
en_US
ethz.identifier.arxiv
1705.02933
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.date.deposited
2017-08-30T09:34:28Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-08-30T10:55:48Z
ethz.rosetta.lastUpdated
2020-02-15T07:14:16Z
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true
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