IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v33y2020i3d10.1007_s10959-020-01012-1.html
   My bibliography  Save this article

Correction to: Cylindrical Martingale Problems Associated with Lévy Generators

Author

Listed:
  • David Criens

    (Technical University of Munich)

Abstract

In this note, we correct claims made in.

Suggested Citation

  • David Criens, 2020. "Correction to: Cylindrical Martingale Problems Associated with Lévy Generators," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1791-1800, September.
    • Handle: RePEc:spr:jotpro:v:33:y:2020:i:3:d:10.1007_s10959-020-01012-1
    DOI: 10.1007/s10959-020-01012-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10959-020-01012-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10959-020-01012-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Sara Biagini & Bruno Bouchard & Constantinos Kardaras & Marcel Nutz, 2017. "Robust Fundamental Theorem for Continuous Processes," Post-Print hal-01076062, HAL.
    2. David Criens, 2019. "Cylindrical Martingale Problems Associated with Lévy Generators," Journal of Theoretical Probability, Springer, vol. 32(3), pages 1306-1359, September.
    3. Sara Biagini & Bruno Bouchard & Constantinos Kardaras & Marcel Nutz, 2017. "Robust Fundamental Theorem For Continuous Processes," Mathematical Finance, Wiley Blackwell, vol. 27(4), pages 963-987, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Felix-Benedikt Liebrich & Marco Maggis & Gregor Svindland, 2020. "Model Uncertainty: A Reverse Approach," Papers 2004.06636, arXiv.org, revised Mar 2022.
    2. Mathias Beiglbock & Marcel Nutz & Florian Stebegg, 2019. "Fine Properties of the Optimal Skorokhod Embedding Problem," Papers 1903.03887, arXiv.org, revised Apr 2020.
    3. Bouchard, Bruno & Loeper, Grégoire & Tan, Xiaolu, 2022. "A ℂ0,1-functional Itô’s formula and its applications in mathematical finance," Stochastic Processes and their Applications, Elsevier, vol. 148(C), pages 299-323.
    4. Biagini, Francesca & Mazzon, Andrea & Oberpriller, Katharina, 2023. "Reduced-form framework for multiple ordered default times under model uncertainty," Stochastic Processes and their Applications, Elsevier, vol. 156(C), pages 1-43.
    5. Henry Chiu & Rama Cont, 2023. "A model‐free approach to continuous‐time finance," Mathematical Finance, Wiley Blackwell, vol. 33(2), pages 257-273, April.
    6. Ariel Neufeld & Antonis Papapantoleon & Qikun Xiang, 2023. "Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation," Management Science, INFORMS, vol. 69(4), pages 2051-2068, April.
    7. Julian Holzermann, 2020. "Pricing Interest Rate Derivatives under Volatility Uncertainty," Papers 2003.04606, arXiv.org, revised Nov 2021.
    8. Bruno Bouchard & Xiaolu Tan, 2021. "A quasi-sure optional decomposition and super-hedging result on the Skorokhod space," Finance and Stochastics, Springer, vol. 25(3), pages 505-528, July.
    9. Patrick Cheridito & Matti Kiiski & David J. Promel & H. Mete Soner, 2019. "Martingale optimal transport duality," Papers 1904.04644, arXiv.org, revised Nov 2020.
    10. Johannes Muhle-Karbe & Marcel Nutz, 2018. "A risk-neutral equilibrium leading to uncertain volatility pricing," Finance and Stochastics, Springer, vol. 22(2), pages 281-295, April.
    11. Derek Singh & Shuzhong Zhang, 2021. "Robust Arbitrage Conditions for Financial Markets," SN Operations Research Forum, Springer, vol. 2(3), pages 1-52, September.
    12. Huy N. Chau & Miklos Rasonyi, 2018. "Robust utility maximization in markets with transaction costs," Papers 1803.04213, arXiv.org, revised Dec 2018.
    13. Zhaoxu Hou & Jan Obłój, 2018. "Robust pricing–hedging dualities in continuous time," Finance and Stochastics, Springer, vol. 22(3), pages 511-567, July.
    14. Matteo Burzoni & Marco Maggis, 2019. "Arbitrage-free modeling under Knightian Uncertainty," Papers 1909.04602, arXiv.org, revised Apr 2020.
    15. Thibaut Mastrolia & Dylan Possamaï, 2018. "Moral Hazard Under Ambiguity," Journal of Optimization Theory and Applications, Springer, vol. 179(2), pages 452-500, November.
    16. Daniel Bartl & Michael Kupper & David J. Prömel & Ludovic Tangpi, 2019. "Duality for pathwise superhedging in continuous time," Finance and Stochastics, Springer, vol. 23(3), pages 697-728, July.
    17. Huy N. Chau, 2020. "On robust fundamental theorems of asset pricing in discrete time," Papers 2007.02553, arXiv.org, revised Apr 2024.
    18. Francesca Biagini & Andrea Mazzon & Katharina Oberpriller, 2021. "Reduced-form framework for multiple ordered default times under model uncertainty," Papers 2108.04047, arXiv.org, revised Oct 2022.
    19. Beatrice Acciaio & Julio Backhoff & Gudmund Pammer, 2022. "Quantitative Fundamental Theorem of Asset Pricing," Papers 2209.15037, arXiv.org, revised Jan 2024.
    20. Anna Aksamit & Ivan Guo & Shidan Liu & Zhou Zhou, 2021. "Superhedging duality for multi-action options under model uncertainty with information delay," Papers 2111.14502, arXiv.org, revised Nov 2023.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:33:y:2020:i:3:d:10.1007_s10959-020-01012-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.