Author:
Bartl Daniel,Kupper Michael,Prömel David J.,Tangpi Ludovic
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference49 articles.
1. Acciaio, B., Beiglböck, M., Penkner, F., Schachermayer, W.: A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Math. Finance 26, 233–251 (2016)
2. Acciaio, B., Larsson, M.: Semi-static completeness and robust pricing by informed investors. Ann. Appl. Probab. 27, 2270–2304 (2017)
3. Aksamit, A., Hou, Z., Obłój, J.: Robust framework for quantifying the value of information in pricing and hedging. Preprint (2018). Available online at
https://arxiv.org/abs/1605.02539
4. Avellaneda, M., Levy, A., Parás, A.: Pricing and hedging derivative securities in markets with uncertain volatilities. Appl. Math. Finance 2, 73–88 (1995)
5. Bartl, D.: Exponential utility maximization under model uncertainty for unbounded endowments. Ann. Appl. Probab. 29, 577–612 (2019)
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献