Pathwise superreplication via Vovk's outer measure
Mathias Beiglböck, Alexander M.G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel
| Year of publication: |
October 2017
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|---|---|
| Authors: | Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin ; Perkowski, Nicolas ; Prömel, David Johannes |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 21.2017, 4, p. 1141-1166
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| Subject: | Model-independent pricing | Optimal transport | Skorokhod embedding | Superreplication theorem | Vovk's outer measure | Theorie | Theory | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-017-0338-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944488