A quasi-sure optional decomposition and super-hedging result on the Skorokhod space

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Date
2020Publisher city
ParisPublisher
Cahier de recherche CEREMADE, Université Paris-DauphinePublishing date
04-2020Link to item file
https://arxiv.org/abs/2004.11105Dewey
Probabilités et mathématiques appliquéesSujet
Skorokhod space; super-hedging resultCollections
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Bouchard, Bruno
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Tan, Xiaolu
216716 Department of mathematics, Chinese University of Hong Kong