Buy-and-Hold Property for Fully Incomplete Markets when Super-replicating Markovian Claims
dc.contributor.author
Neufeld, Ariel
dc.date.accessioned
2018-04-12T14:14:05Z
dc.date.available
2017-12-07T18:10:38Z
dc.date.available
2017-12-08T07:53:02Z
dc.date.available
2018-04-12T10:14:17Z
dc.date.available
2018-04-12T14:14:05Z
dc.date.issued
2017-07-04
dc.identifier.uri
http://hdl.handle.net/20.500.11850/219155
dc.identifier.doi
10.3929/ethz-b-000219155
dc.format
application/pdf
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Super-replication
en_US
dc.subject
Fully incomplete markets
en_US
dc.title
Buy-and-Hold Property for Fully Incomplete Markets when Super-replicating Markovian Claims
en_US
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
arXiv
ethz.size
9 p.
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ethz.identifier.arxiv
1707.01178v1
ethz.publication.place
Ithaca, NY
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ethz.publication.status
published
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ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
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::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
en_US
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handle/20.500.11850/308940
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2017-12-07T18:10:40Z
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FORM
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yes
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ethz.availability
Open access
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