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Risiko
super-hedging
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Bayraktar, Erhan
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Cornet, Bernard
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Submodular financial markets with frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory
73
(
2022
)
2/3
,
pp. 721-744
Persistent link: https://www.econbiz.de/10013277391
Saved in:
2
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:
3
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:
4
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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