Model-free Superhedging Duality
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Cited by:
- Marco Maggis & Thilo Meyer-Brandis & Gregor Svindland, 2016. "The Fatou Closedness under Model Uncertainty," Papers 1610.04085, arXiv.org, revised Oct 2018.
- Patrick Cheridito & Michael Kupper & Ludovic Tangpi, 2016. "Duality formulas for robust pricing and hedging in discrete time," Papers 1602.06177, arXiv.org, revised Sep 2017.
- Matteo Burzoni & Marco Frittelli & Zhaoxu Hou & Marco Maggis & Jan Ob{l}'oj, 2016. "Pointwise Arbitrage Pricing Theory in Discrete Time," Papers 1612.07618, arXiv.org, revised Feb 2018.
- Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016. "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, vol. 20(1), pages 1-50, January.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2015-06-27 (Financial Markets)
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