Buy-and-Hold Property for Fully Incomplete Markets when Super-replicating Markovian Claims
Open access
Date
2017-07-04Type
- Working Paper
ETH Bibliography
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Permanent link
https://doi.org/10.3929/ethz-b-000219155Publication status
publishedExternal links
Journal / series
arXivPublisher
Cornell UniversitySubject
Super-replication; Fully incomplete marketsOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
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Is previous version of: http://hdl.handle.net/20.500.11850/308940
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ETH Bibliography
yes
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