Quasi-sure essential supremum and applications to finance
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DOI: 10.1007/s00780-024-00553-1
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- repec:dau:papers:123456789/12268 is not listed on IDEAS
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More about this item
Keywords
Quasi-sure essential supremum; Model uncertainty; Non-dominated model; Market with frictions; Superreplication; Absence of instantaneous profit ( AIP $mathrm{AIP}$ );All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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