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Duality for pathwise superhedging in continuous time
Daniel Bartl
, Michael Kupper
, David J. Prömel
,
Ludovic Tangpi
Operations Research & Financial Engineering
Research output
:
Contribution to journal
›
Article
›
peer-review
19
Scopus citations
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Keyphrases
Pathwise Superhedging
100%
Superhedging
100%
Probabilistic Problems
66%
Martingale Measure
66%
Super-hedging Prices
33%
Outer Measure
33%
Semi-static
33%
Compact Samples
33%
Simple Trading Strategies
33%
Mathematics
Martingale Measure
100%
Limit Inferior
50%
Outer Measure
50%