MODEL-FREE SUPERHEDGING DUALITY.
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| Title: | MODEL-FREE SUPERHEDGING DUALITY. |
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| Authors: | BURZONI, MATTEO1 matteo.burzoni@math.ethz.ch, FRITTELLI, MARCO2 marco.frittelli@unimi.it, MAGGIS, MARCO2 marco.maggis@unimi.it |
| Source: | Annals of Applied Probability. Jun2017, Vol. 27 Issue 3, p1452-1477. 26p. |
| Database: | Environment Complete |
| ISSN: | 10505164 |
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| DOI: | 10.1214/16-AAP1235 |
