Tikanmäki, Heikki - In: Applied Mathematical Finance 20 (2013) 3, pp. 287-303
We study the connections of two different pathwise hedging approaches. These approaches are Bender-Sottinen-Valkeila (BSV) by Bender et al. (2008, Pricing by hedging and no-arbitrage beyond semimartingales, finance and stochastics, 12(4), pp. 441--468.) and Cont and Fournié (CF) by Cont and...