Pricing by hedging and no-arbitrage beyond semimartingales
| Year of publication: |
2008
|
|---|---|
| Authors: | Bender, Christian ; Sottinen, Tommi ; Valkeila, Esko |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 4, p. 441-468
|
| Publisher: |
Springer |
| Subject: | Arbitrage | Pricing | Quadratic variation | Robust hedging |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390686