Affiliation:
1. Department of Statistics; Hebrew University of Jerusalem; Israel
2. Department of Mathematics; ETH Zurich; Switzerland
Funder
Einstein Stiftung Berlin
Marie-Curie Career Integration
Swiss National Foundation
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference33 articles.
1. A model-free version of the fundamental theorem of asset pricing and the super-replication theorem;Acciaio;Mathematical Finance,2016
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3. Arbitrage, hedging and utility maximization using semi-static trading strategies with American options;Bayraktar;Annals of Applied Probability,2016a
4. Bayraktar , E. Zhou , Z. 2016b No-arbitrage and hedging with liquid American options. Preprint
5. Beiglboeck , M. Cox , A. M. G. Huesmann , M. Perkowski , N. Proemel , D. J. 2015 Pathwise super-replication vial Vovk's outer measure. Preprint
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