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~person:"Bayraktar, Erhan"
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super-hedging
4
Fundamental Theorem of Asset Pricing
3
Option pricing theory
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Risk
3
bid-ask prices for options
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model uncertainty
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non-dominated collection of probability measures
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non-redundant options
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robust no-arbitrage
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semi-static hedging
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Entscheidung unter Unsicherheit
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fundamental theorem of asset pricing
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Bayraktar, Erhan
Zhou, Zhou
5
Bouchard, Bruno
3
Zhang, Yuchong
3
Dudenhausen, Antje
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Blontzou, Evmorfia
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Risks
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International journal of theoretical and applied finance
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1
A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
;
Zhou, Zhou
- In:
Risks
2
(
2014
)
4
,
pp. 425-433
We show that the recent results on the Fundamental Theorem of Asset Pricing and the
super-hedging
theorem in the …
Persistent link: https://www.econbiz.de/10010945692
Saved in:
2
A note on the fundamental theorem of asset pricing under model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
;
Zhou, Zhou
- In:
Risks
2
(
2014
)
4
,
pp. 425-433
We show that the recent results on the Fundamental Theorem of Asset Pricing and the
super-hedging
theorem in the …
Persistent link: https://www.econbiz.de/10011709513
Saved in:
3
A note on the fundamental theorem of asset pricing under model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
;
Zhou, Zhou
- In:
Risks : open access journal
2
(
2014
)
4
,
pp. 425-433
We show that the recent results on the Fundamental Theorem of Asset Pricing and the
super-hedging
theorem in the …
Persistent link: https://www.econbiz.de/10010489073
Saved in:
4
Super-hedging
American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
5
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
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