Arbitrage and Duality in Nondominated Discrete-Time Models

First Page		Document Content
Date: 2014-02-09 14:45:40 Probability and statistics Mathematics Stochastic processes Martingale theory Randomness Risk-neutral measure Martingale Superhedging price Borel set Probability theory Statistics Mathematical finance		Arbitrage and Duality in Nondominated Discrete-Time Models Add to Reading List Source URL: www.math.columbia.edu Download Document from Source Website File Size: 454,34 KB Share Document on Facebook

	Arbitrage and Duality in Nondominated Discrete-Time Models DocID: 19ugk - View Document
	Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗ DocID: 19kMh - View Document
	Introduction Modelling in finance Risk measures DocID: N303 - View Document