Arbitrage and hedging in a non probabilistic framework

Author:

Alvarez A.,Ferrando S.,Olivares P.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference27 articles.

1. Alvarez, A., Ferrando, S., Olivares, P.: Trajectory Based Arbitrage and Continuity. Working Paper, August (2011)

2. Bender C., Sottinen T., Valkeila E.: Arbitrage with fractional Brownian Motion?. Theory Stoch. Process. 12(3-4), 28 (2006)

3. Bender C., Sottinen T., Valkeila E.: Pricing by hedging and no-arbitrage beyond semi-martingales. Finance Stoch. 12, 441–468 (2008)

4. Bick A., Willinger W.: Dynamic spanning without probabilities. Stoch. Process. Appl. 50, 349–374 (1994)

5. Billingsley P.: Convergence of Probability Measures. Wiley, New York (1968)

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