Quantitative fundamental theorem of asset pricing
Beatrice Acciaio, Julio Backhoff-Veraguas, Gudmund Pammer
| Year of publication: |
2025
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| Authors: | Acciaio, Beatrice ; Backhoff-Veraguas, Julio ; Pammer, Gudmund |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 35.2025, 3, p. 636-660
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| Subject: | adapted Wasserstein distance | arbitrage | FTAP | martingale measure | robust pricing and hedging | Hedging | Martingal | Martingale | CAPM | Arbitrage | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015460602