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Semi-static completeness and robust pricing by informed investors - MaRDI portal

Semi-static completeness and robust pricing by informed investors (Q1676440)

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Semi-static completeness and robust pricing by informed investors
scientific article

    Statements

    title
    Semi-static completeness and robust pricing by informed investors (English)
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    author
    Beatrice Acciaio
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    Martin Larsson
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    publication date
    7 November 2017
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    zbMATH Keywords
    semi-static completeness
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    robust finance
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    extreme points
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    filtration enlargement
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    informed pricing
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    Identifiers

    DOI
    10.1214/16-AAP1259
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    zbMATH DE Number
    6803463
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    arXiv ID
    1510.01890
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    OpenAlex ID
    W2753440607
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