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dc.contributor.author
Bayraktar, Erhan
dc.contributor.author
Burzoni, Matteo
dc.date.accessioned
2019-02-22T07:28:25Z
dc.date.available
2019-01-17T12:04:23Z
dc.date.available
2019-02-22T07:28:25Z
dc.date.issued
2018-09-20
dc.identifier.uri
http://hdl.handle.net/20.500.11850/316797
dc.language.iso
en
en_US
dc.publisher
Cornell University Library
en_US
dc.subject
Model uncertainty
en_US
dc.subject
superhedging
en_US
dc.subject
proportional transaction costs
en_US
dc.subject
portfolio constraints
en_US
dc.subject
Robust Finance
en_US
dc.title
On the quasi-sure superhedging duality with frictions
en_US
dc.type
Working Paper
dc.date.published
2018-09-20
ethz.journal.title
arXiv
ethz.pages.start
1809.07516
en_US
ethz.size
19 p.
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G10 - General
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G12 - Asset Pricing; Trading Volume; Bond Interest Rates
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G13 - Contingent Pricing; Futures Pricing
en_US
ethz.identifier.arxiv
1809.07516
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.relation.isPartOf
10.3929/ethz-b-000395493
ethz.date.deposited
2019-01-17T12:04:24Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-02-22T07:28:27Z
ethz.rosetta.lastUpdated
2020-02-15T17:28:14Z
ethz.rosetta.versionExported
true
ethz.COinS
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