Duality for pathwise superhedging in continuous time
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Date
2017Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
pathwise superhedging, pricing-hedging duality, Vovk’s outer measure, semi-static hedging, martingale measuresOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Submitted on 8 May 2017More
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ETH Bibliography
yes
Altmetrics