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...
| Prif Awduron: | , |
|---|---|
| Fformat: | Journal article |
| Cyhoeddwyd: |
2015
|