On robust pricing--hedging duality in continuous time
We pursue robust approach to pricing and hedging in mathematical finance. We consider a continuous time setting in which some underlying assets and options, with continuous paths, are available for dynamic trading and a further set of European options, possibly with varying maturities, is available...
| Egile Nagusiak: | , |
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| Formatua: | Journal article |
| Argitaratua: |
2015
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