A robust approach to pricing-hedging duality and related problems in mathematical finance

<p>In this thesis, we pursue a robust approach to pricing and hedging problems in mathematical finance. The general goal of this approach is to develop a pricing and hedging theory, which is based mainly on the market information than on a specific probabilistic belief about the future evoluti...

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Bibliographic Details
Main Author: Hou, Z
Other Authors: Obloj, J
Format: Thesis
Published: 2016