Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European, One-Touch, lookback or forward starting options
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DOI: 10.1016/j.spa.2018.03.019
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Keywords
Robust hedging; Convex duality; Skorokhod embeddings; Barrier options; Forward-starting options; Attainable laws for a martingale;All these keywords.
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