A Model Free Version Of The Fundamental Theorem Of Asset Pricing And The Super Replication Theorem
Work
Year: 2013
Type: article
Abstract: We propose a Fundamental Theorem of Asset Pricing and a Super‐Replication Theorem in a model‐independent framework. We prove these theorems in the setting of finite, discrete time and a market consis... more
Source: Mathematical Finance
Institutions University of Perugia, University of Vienna
Cites: 46
Cited by: 202
Related to: 10
FWCI: 23.71
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green