Robust Fundamental Theorem for Continuous Processes
Date
2015Publisher city
ParisLink to item file
https://arxiv.org/abs/1410.4962v2Dewey
Economie financièreSujet
Fundamental Theorem of Asset Pricing; Superhedging duality; Arbitrage of the Firs t Kind; Nondominated ModelJEL code
G12Journal issue
Mathematical FinancePublication date
2015Publisher
BlackwellCollections
Metadata
Show full item recordAuthor
Biagini, Sara
Bouchard, Bruno
Kardaras, Constantinos
Nutz, Marcel