Robust pricing–hedging dualities in continuous time
We pursue a robust approach to pricing and hedging in mathematical finance. We consider a continuous-time setting in which some underlying assets and options, with continuous price paths, are available for dynamic trading and a further set of European options, possibly with varying maturities, is av...
| Main Authors: | , |
|---|---|
| Format: | Journal article |
| Published: |
Springer Berlin Heidelberg
2018
|