Semi-static completeness and robust pricing by informed investors
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Author / Producer
Date
2017-08
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
27 (4)
Pages / Article No.
2270 - 2304
Publisher
Institute of Mathematical Statistics
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Semi-static completeness; robust finance; filtration enlargement; informed pricing; extreme points
Organisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)