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Pathwise superreplication via Vovk’s outer measure
by
Beiglböck, M
,
Cox, A
,
Huesmann, M
,
Perkowski, N
,
Prömel, D
Published 2017
“…Our result covers a broad range of exotic derivatives, including lookback options, discretely monitored
Asian options
, and options on realized variance.…”
Journal article
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Institution
University of Oxford
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Journal article
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Beiglböck, M
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Cox, A
Huesmann, M
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Perkowski, N
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Prömel, D
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