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zbMath1107.91037MaRDI QIDQ3154979

Simone Deparis, Claude Martini

Publication date: 14 January 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

balayage option pricing superhedging strategies

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (5)

Super-replication with nonlinear transaction costs and volatility uncertainty ⋮ Superreplication under model uncertainty in discrete time ⋮ A theoretical framework for the pricing of contingent claims in the presence of model uncertainty ⋮ Arbitrage and duality in nondominated discrete-time models ⋮ Consistent price systems under model uncertainty

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