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ON OPTIMAL SUPER-HEDGING AND S...
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Volatilität
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
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Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
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3
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
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