Pathwise superreplication via Vovk's outer measure
Beiglböck M, Cox AMG, Huesmann M, Perkowski N, Prömel DJ
Research article (journal) | Peer reviewedDetails about the publication
Journal: Finance and Stochastics
Volume: 21
Issue: 4
Page range: 1141-1166
Status: Published
Release year: 2017
Language in which the publication is written: English
Link to the full text: https://doi.org/10.1007/s00780-017-0338-2
Authors from the University of Münster
| Huesmann, Martin | Professorship of applied mathematics |