Pointwise arbitrage pricing theory in discrete time
We develop a robust framework for pricing and hedging of derivative securities in discrete-time financial markets. We consider markets with both dynamically and statically traded assets and make minimal measurability assumptions. We obtain abstract (pointwise) fundamental theorem of asset pricing an...
| Auteurs principaux: | , , , , |
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| Format: | Journal article |
| Publié: |
Institute for Operations Research and the Management Sciences
2019
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