Pathwise superhedging on prediction sets

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Autor(in)
Bartl, Daniel
Kupper, Michael
Neufeld, Ariel
Datum
2017-11-07
Typ
    Working Paper
Rechte / Lizenz
In Copyright - Non-Commercial Use Permitted
Persistenter Link
https://doi.org/10.3929/ethz-b-000219156
Publikationsstatus
published
Externe Links
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Zeitschrift / Serie
arXiv
Verlag
Cornell University
Thema
Model-Independent Superhedging; Pricing-Hedging Duality; Modeling Beliefs
Organisationseinheit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)  
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