A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bruno Bouchard, Xiaolu Tan
| Year of publication: |
2021
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|---|---|
| Authors: | Bouchard, Bruno ; Tan, Xiaolu |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 3, p. 505-528
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| Subject: | Optional decomposition | Super-hedging duality | Functional Itô formula | Processes with jumps | Optionspreistheorie | Option pricing theory | Dekompositionsverfahren | Decomposition method | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-021-00458-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012585984