Pathwise superhedging on prediction sets

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Author
Bartl, Daniel
Kupper, Michael
Neufeld, Ariel
Date
2017-11-07
Type
  • Working Paper
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000219156
Publication status
published
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Journal / series
arXiv
Publisher
Cornell University
Subject
Model-Independent Superhedging; Pricing-Hedging Duality; Modeling Beliefs
Organisational unit
03844 - Soner, Mete  
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