Duality for pathwise superhedging in continuous time
Daniel Bartl, Michael Kupper, David J. Prömel, Ludovic Tangpi
| Year of publication: |
2019
|
|---|---|
| Authors: | Bartl, Daniel ; Kupper, Michael ; Prömel, David Johannes ; Tangpi, Ludovic |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 3, p. 697-728
|
| Subject: | Pathwise superhedging | Pricing-hedging duality | Vovk’s outer measure | Semi-static hedging | Martingale measures σ-compactness | Hedging | Theorie | Theory | Martingal | Martingale | Messung | Measurement | Duales Optimierungsproblem | Dual optimization problem | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-019-00395-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012023763