A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
B. Acciaio, M. Beiglböck, F. Penkner, and W. Schachermayer
| Year of publication: |
April 2016
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|---|---|
| Authors: | Acciaio, B. ; Beiglböck, M. ; Penkner, Friedrich ; Schachermayer, Walter |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 26.2016, 2, p. 233-251
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| Subject: | model-independent pricing | fundamental theorem of asset pricing | super-replication theorem | Theorie | Theory | CAPM |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577133