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Quasi-sure essential supremum and applications to finance - MaRDI portal

Quasi-sure essential supremum and applications to finance (Q6659482)

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scientific article; zbMATH DE number 7963955
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English
Quasi-sure essential supremum and applications to finance
scientific article; zbMATH DE number 7963955

    Statements

    Quasi-sure essential supremum and applications to finance (English)
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    9 January 2025
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    quasi-sure essential supremum
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    model uncertainty
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    non-dominated model
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    market with frictions
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    superreplication
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    absence of instantaneous profit (AIP)
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