Pathwise superhedging on prediction sets
Open access
Date
2017-11-07Type
- Working Paper
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-b-000219156Publication status
publishedJournal / series
arXivPublisher
Cornell UniversitySubject
Model-Independent Superhedging; Pricing-Hedging Duality; Modeling BeliefsOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
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ETH Bibliography
yes
Altmetrics